VaR and CTE Based Optimal Reinsurance from a Reinsurer's Perspective

Tan, T; Chen, T; Wu, LJ; Sheng, YH; Hu, YJ

Wu, LJ (corresponding author), Xinjiang Univ, Coll Math & Syst Sci, Urumqi 830046, Xinjiang, Peoples R China.

ACTA MATHEMATICA SCIENTIA, 2020; 40 (6): 1915