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.

PDF(571 KB)
中国科学院数学与系统科学研究院期刊网
PDF(571 KB)
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

  • Jian Zhang ZHU1, Zhang LIU2, Xin Yan WANG3, Yi Jun HU4
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(571 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉