机译:扭曲风险措施下具有保费约束的最优再保险
Department of Finance, Beijing Technology and Business University, Beijing, 100048, China;
Institute, Shenzhen Stock Exchange, Shenzhen, 518028, China;
VaR; TVaR; Distortion risk measure; Stop loss reinsurance; Truncated stop-loss reinsurance; Expected value premium principle;
机译:重新介绍者在失真风险措施下具有上下优质约束的最佳再保险策略
机译:扭曲风险测度下的最优再保险和再保险人的期望价值溢价原则
机译:最佳再保险,在一般再保险保费原则下将扭曲风险度量降至最低
机译:VaR风险度量下止损再保险的最佳最优保留
机译:风险措施下最佳对冲和再保险策略
机译:风险偏好对选择冲动性度量施加了隐性失真
机译:4有失真风险度量和保费的最优再保险政策