Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium
type: Item
instance of: scholarly article
title: Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium
zbMATH Open document ID: 1231.91264
author: Ming Zhou
author: Hong-Bin Dong
author: Jing-Feng Xu
published in: Journal of Systems Science and Complexity
publication date: 2011-06-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5911417
zbMATH Keywords: conditioned tailed expectation (CTE)
zbMATH Keywords: quota-share after stop-loss
zbMATH Keywords: reinsurance
zbMATH Keywords: stop-loss after quota-share
zbMATH Keywords: value at risk (VaR)
MaRDI profile type: Publication
full work available at URL: s11424-011-7127-3
OpenAlex ID: W2032242673
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DOI: 10.1007/S11424-011-7127-3
description: scientific article; zbMATH DE number 5911417