Optimal Reinsurance Problem for Insurers and Reinsurers Based on Distorted Risk Measure

TAN Tao, LI Biao, WU Lijun, ZHOU Yong

Journal of Systems Science and Mathematical Sciences ›› 2026, Vol. 46 ›› Issue (6) : 1867-1886.

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Journal of Systems Science and Mathematical Sciences ›› 2026, Vol. 46 ›› Issue (6) : 1867-1886. DOI: 10.12341/jssms241041

Optimal Reinsurance Problem for Insurers and Reinsurers Based on Distorted Risk Measure

  • TAN Tao1, LI Biao1, WU Lijun1, ZHOU Yong2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2026, 46(6): 1867-1886 https://doi.org/10.12341/jssms241041

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