Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
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Publication:729856
DOI10.1016/j.cam.2016.10.017zbMath1414.91241OpenAlexW2556921126MaRDI QIDQ729856
Publication date: 22 December 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.10.017
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