Optimal Reinsurance with Probabilistic Constraints under Distortion Risk Measure

Jian Zhang ZHU, Zhang LIU, Xin Yan WANG, Yi Jun HU

Acta Mathematica Sinica, Chinese Series ›› 2022, Vol. 65 ›› Issue (6) : 1123-1136.

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Acta Mathematica Sinica, Chinese Series ›› 2022, Vol. 65 ›› Issue (6) : 1123-1136. DOI: 10.12386/A20180105

Optimal Reinsurance with Probabilistic Constraints under Distortion Risk Measure

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, Chinese Series, 2022, 65(6): 1123-1136 https://doi.org/10.12386/A20180105

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