VaR and CTE Based Optimal Reinsurance from a Reinsurer’s Perspective
Crossref DOI link: https://doi.org/10.1007/s10473-020-0619-2
Published Online: 2020-10-10
Published Print: 2020-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tan, Tao
Chen, Tao
Wu, Lijun
Sheng, Yuhong
Hu, Yijun
Text and Data Mining valid from 2020-10-10
Version of Record valid from 2020-10-10
Article History
Received: 6 May 2019
Revised: 6 January 2020
First Online: 10 October 2020