Optimal Safety Loading Based the VaR and CTE Risk Measures from the Insurer’s Perspective
Crossref DOI link: https://doi.org/10.1007/s11424-025-4369-z
Published Online: 2025-04-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tan, Tao
Wu, Lijun
Zhou, Yong
Text and Data Mining valid from 2025-04-12
Version of Record valid from 2025-04-12
Article History
Received: 31 July 2024
Revised: 25 February 2025
First Online: 12 April 2025
Conflict of Interest
: The authors declare no conflict of interest.