Optimal reinsurance form the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition

Optimal reinsurance form the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition
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CVaR 风险度量和 Vajda 条件下保险公司和再保险公司的最佳再保险

DOI:
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发表时间:
2021
期刊:
ASTIN Bulletin
影响因子:
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通讯作者:
Yanhong Chen
Yanhong Chen
中科院分区:
其他
文献类型:
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作者:
Yanhong Chen

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