Optimization of Surplus Reinsurance Treaty using the Conditional Tail Expectation.

Autor: Abderrahim, El Attar1 estimabd@hotmail.com, Mostafa, Hachloufi2 elhachloufi@yahoo.fr, El Abidine, Guennoun Zine1 guennoun@fsr.ac.ma
Zdroj: Pakistan Journal of Statistics & Operation Research. 2018, Vol. 14 Issue 1, p95-107. 13p.
Databáze: Academic Search Ultimate