Optimal reinsurance under VaR and CTE risk measures
Work
Year: 2008
Type: article
Authors Jun Cai, Ken Seng Tan, Chengguo Weng, Yi Zhang
Institutions University of Waterloo, Central University of Finance and Economics, Zhejiang University
Cites: 23
Cited by: 267
Related to: 10
FWCI: 6.917
Citation percentile (by year/subfield): 97.09
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed