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OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 12 April 2021, pp. 631-659
- Print publication:
- May 2021
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Analytical Bounds for two Value-at-Risk Functionals
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 235-265
- Print publication:
- November 2002
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- Article
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