Optimal risk transfer under quantile-based risk measurers-Reference-Cited by-同舟云学术

Optimal risk transfer under quantile-based risk measurers

Published:2013-07 Issue:1 Volume:53 Page:252-265
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Asimit Alexandru V.,Badescu Alexandru M.,Verdonck Tim

Funder

Natural Sciences and Engineering Research Council (NSERC) of Canada

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference59 articles.

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4. Haezendonck–Goovaerts risk measures and Orlicz quantiles;Bellini;Insurance: Mathematics & Economics,2012

5. Borch, K., 1960. An attempt to determine the optimum amount of stop loss reinsurance, in: Transactions of the 16th International Congress of Actuaries I, pp. 597–610.

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