Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Joshua Gavagan"'
Publikováno v:
Scandinavian Actuarial Journal. 2022:29-48
In this paper, we obtain an optimal reinsurance contract explicitly in the form of excess-of-loss with a limit when the risk measure is Range-Value-at-Risk. Then we study optimal reinsurance with m...