OPTIMAL COMBINATIONAL OF QUOTA-SHARE AND STOP-LOSS REINSURANCE CONTRACTS UNDER VAR AND CTE WITH A CONSTRAINED REINSURANCE PREMIUM

Ming ZHOU;Hongbin DONG;Jingfeng XU

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (1) : 156-166.

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Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (1) : 156-166. DOI: 10.1007/s11424-011-7127-3
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OPTIMAL COMBINATIONAL OF QUOTA-SHARE AND STOP-LOSS REINSURANCE CONTRACTS UNDER VAR AND CTE WITH A CONSTRAINED REINSURANCE PREMIUM

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(1): 156-166 https://doi.org/10.1007/s11424-011-7127-3

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