Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk

作者：Haiyan Liu, Tiantian Mao · 发表于：Insurance Mathematics and Economics · 年份：2022 · DOI：10.1016/j.insmatheco.2022.09.002 · 被引用次数：11 · 研究领域：Risk and Portfolio Optimization、Insurance and Financial Risk Management、Insurance, Mortality, Demography, Risk Management