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Optimal reinsurance under VaR and CVaR risk measures: a simplified approach
  • ISSN号：0515-0361
  • 期刊名称：ASTIN Bulletin
  • 时间：2011.11.11
  • 页码：487-509
  • 相关项目：含随机波动率的保险风险模型研究及其在金融中的应用
作者： Chi, Yichun|Tan, Ken Seng|
同期刊论文项目
含随机波动率的保险风险模型研究及其在金融中的应用
期刊论文 9 获奖 1
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