Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer

ZHENG Yanting,CUI Wei,YANG Jingping

Journal of Systems Science & Complexity ›› 2015, Vol. 28 ›› Issue (1) : 122-143.

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Journal of Systems Science & Complexity ›› 2015, Vol. 28 ›› Issue (1) : 122-143. DOI: 10.1007/s11424-014-2095-z

Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer

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