Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
type: Item
instance of: scholarly article
title: Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
zbMATH Open document ID: 1414.91241
author: Wenyuan Wang
author: Xingchun Peng
published in: Journal of Computational and Applied Mathematics
publication date: 2016-12-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6668189
zbMATH Keywords: optimal reinsurance
zbMATH Keywords: distortion risk measure
MaRDI profile type: Publication
full work available at URL: j.cam.2016.10.017
OpenAlex ID: W2556921126
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DOI: 10.1016/J.CAM.2016.10.017
description: scientific article; zbMATH DE number 6668189