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Average Value-at-Risk Minimizing Reinsurance Under Wang's Premium Principle with Constraints
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 2 / November 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 575-600
- Print publication:
- November 2012
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- Article
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On Approximating Law-Invariant Comonotonic Coherent Risk Measures
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 1 / May 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 343-353
- Print publication:
- May 2012
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- Article
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