Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium

Ming Zhou, Hongbin Dong, Jingfeng Xu. Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium. J. Systems Science & Complexity, 24(1):156-166, 2011. [doi]

Abstract

Abstract is missing.