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
Department of Financial Mathematics, Peking University, Beijing, 100871, China;
LMEQF, Department of Financial Mathematics, Center for Statistical Science, Peking University, Beijing, 100871, China;
Department of Financial Mathematics, Peking University, Beijing, 100871, China;
Optimal reinsurance; Distortion risk measure; Reinsurance premium principle; Wang's premium principle; VaR; TVaR;
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: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:关于具有失真风险措施和保费的最优再保险政策
机译:具有不确定性和线性优质原理的最佳再保险
机译:风险措施下最佳对冲和再保险策略
机译:通过投资和再保险在相关风险模型下最小化Lundberg不等式的破产概率
机译:4有失真风险度量和保费的最优再保险政策