Wenyuan Wang, Xingchun Peng. Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures. J. Computational Applied Mathematics, 315:142-160, 2017. [doi]
@article{WangP17-1,
title = {Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures},
author = {Wenyuan Wang and Xingchun Peng},
year = {2017},
doi = {10.1016/j.cam.2016.10.017},
url = {http://dx.doi.org/10.1016/j.cam.2016.10.017},
researchr = {https://researchr.org/publication/WangP17-1},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {315},
pages = {142-160},
}