Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
type: Item
instance of: scholarly article
title: Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
zbMATH Open document ID: 1394.91232
author: Haoze Sun
author: Chengguo Weng
author: Yi Zhang
published in: Insurance Mathematics \& Economics
publication date: 2017-01-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6679046
zbMATH Keywords: multiple optimal reinsurance
zbMATH Keywords: mean-CVaR
zbMATH Keywords: nonparametric model
zbMATH Keywords: kernel estimation
zbMATH Keywords: \(\alpha\)-mixing process
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2016.11.006
OpenAlex ID: W2558010647
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DOI: 10.1016/J.INSMATHECO.2016.11.006
description: scientific article; zbMATH DE number 6679046