Optimal reinsurance under dynamic VaR constraint Journal Articles Refereed uri icon

Overview

Published in

  • Insurance: Mathematics & Economics

Time

Date/time value

  • 2016

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.insmatheco.2016.09.011

Additional Document Info

Parent Title

  • INSURANCE MATHEMATICS & ECONOMICS

Volume

  • 71

Publisher

  • Elsevier Science