Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium

✍ Scribed by Ming Zhou; Hongbin Dong; Jingfeng Xu

• Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
• Year: 2011
• Tongue: English
• Weight: 237 KB
• Volume: 24
• Category: Article
• ISSN: 1009-6124
• DOI: 10.1007/s11424-011-7127-3