VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance

North American Actuarial Journal

Volumn 13, Issue 4, 2009, Pages 459-482

  Tan, Ken Seng ^a,b   Weng, Chengguo ^c   Zhang, Yi ^d  

^a UNIVERSITY OF WATERLOO   (Canada)

^b CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^c TOWSON UNIVERSITY   (United States)

^d ZHEJIANG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77954317775     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2009.10597569     Document Type: Article

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