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"Optimal combinational of quota-share and stop-loss reinsurance contracts ..."

Ming Zhou, Hongbin Dong, Jingfeng Xu (2011)

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DOI: 10.1007/S11424-011-7127-3

access: closed

type: Journal Article

metadata version: 2020-06-08

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Ming Zhou, Hongbin Dong, Jingfeng Xu:
Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium. J. Syst. Sci. Complex. 24(1): 156-166 (2011)

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