首页> 中文期刊> 《系统科学与复杂性:英文版》 >Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer

Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer

         

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  • 来源
    《系统科学与复杂性:英文版》 |2015年第1期|122-143|共22页
  • 作者单位

    Department of Finance, Beijing Technology and Business University , Beijing 100037, China;

    Department of Financial Mathematics, Peking University, Beijing 100871, China;

    Department of Financial Mathematics, School of Mathematical Sciences and Center of Statistical Science,Peking University, Beijing 100871, China;

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  • 正文语种 eng
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