Optimal safety loading based the VaR and CTE risk measures from the insurer's perspective

TAN Tao, WU Lijun, ZHOU Yong

系统科学与复杂性(英文) ›› 2025

PDF(168 KB)
PDF(168 KB)
系统科学与复杂性(英文) ›› 2025

Optimal safety loading based the VaR and CTE risk measures from the insurer's perspective

    TAN Tao1, WU Lijun1, ZHOU Yong2
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Optimal safety loading based the VaR and CTE risk measures from the insurer's perspective

    TAN Tao1, WU Lijun1, ZHOU Yong2
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