机译:最优有限变动损失和截断变动损失再保险的VaR准则
Department of Financial Mathematics, School of Mathematical Sciences, Peking University, Beijing 100871, China;
Department of Financial Mathematics, School of Mathematical Sciences, Peking University, Beijing 100871, China,Center for Statistical Science, Peking University, Beijing 100871, China;
Limited change-loss; truncated change-loss; value-at-risk (VaR); optimal reinsurance;
机译:VaR,TVaR和CTE风险衡量下的最佳有限止损再保险
机译:VaR,TVaR和CTE风险衡量下的最佳有限止损再保险
机译:在存在再保险人风险限额的情况下,根据VaR和TVaR风险措施进行的最佳再保险
机译:VaR风险度量下止损再保险的最佳最优保留
机译:东亚是最佳货币区吗?应用各种OCA标准的证据
机译:多元正态分布下独立剔除水平选择的最佳截断点并应用于奶牛选择
机译:VAR,TVAR和CTE风险措施下最佳限定止损再保险