Open AccessThe Comparison of Optimal Retention for a Loss-Stop Reinsurance with Variance Related Premium Principles under the VaR and CTE Risk Measures
Author(s) -
Bo Yang
Publication year - 2016
Publication title -
statistics and applications
Language(s) - English
Resource type - Journals
eISSN - 2325-226X
pISSN - 2325-2251
DOI - 10.12677/sa.2016.52018
Subject(s) - reinsurance , variance (accounting) , exponential function , mathematics , aggregate (composite) , expression (computer science) , econometrics , economics , actuarial science , materials science , computer science , mathematical analysis , composite material , accounting , programming language
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