Optimality of excess-loss reinsurance under a mean–variance criterion
Work
Year: 2017
Type: article
Authors Danping Li, Dongchen Li, Virginia R. Young
Institutions University of Waterloo, University of Michigan–Ann Arbor
Cites: 37
Cited by: 40
Related to: 10
FWCI: 3.707
Citation percentile (by year/subfield): 93.92
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green