Abderrahim El Attar, Mostafa El Hachloufi, Zine El Abidine Guennoun. Optimal Reinsurance Under CTV Risk Measure. In Mohamed Ben Ahmed, Anouar Abdelhakim Boudhir, editors, Innovations in Smart Cities and Applications - Proceedings of the 2nd Mediterranean Symposium on Smart City Applications, Tangier, Morocco, October 15-27, 2017. Volume 37 of Lecture Notes in Networks and Systems, pages 919-930, Springer, 2017. [doi]
Abstract is missing.