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Optimal reinsurance under dynamic VaR constraint

Optimal reinsurance under dynamic VaR constraint

Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping

期刊名称Insurance: Mathematics and Economics
作者Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
卷第71卷
印刷ISSN0167-6687
文件大小1380.51KB
发表时间2016-11
DOI10.1016/j.insmatheco.2016.09.011
页码232-243

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