Worst-case Risk Measures of Stop-Loss and Limited Loss Random Variables Under Distribution Uncertainty With Applications to Robust Reinsurance

Autor:	Jun Cai, Fangda Liu, Mingren Yin
Rok vydání:	2023
Předmět:	History Polymers and Plastics Business and International Management Industrial and Manufacturing Engineering
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::abeafc36acbdd3b5da1ccd4a2eed097f https://doi.org/10.2139/ssrn.4424759 Zobrazit plný text záznamu