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]

Authors

Ming Zhou

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Hongbin Dong

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Jingfeng Xu

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