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Optimal reinsurance with premium constraint under distortion risk measures
  • ISSN号：0167-6687
  • 期刊名称：Insurance: Mathematics and Economics
  • 时间：2014.11
  • 页码：109-120
  • 相关项目：Copula逼近的理论研究及在相关风险建模的应用研究
作者： Yanting Zheng|Wei Cui|
同期刊论文项目
Copula逼近的理论研究及在相关风险建模的应用研究
期刊论文 4 著作 1
同项目期刊论文
Optimal Reinsurance under Distortion Risk Measures and Expected Value Premium principle for reinsure
Shuffle of min's random variable approximations of bivariate copulas'realization.
Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer＊