"Optimal VaR-based risk management with reinsurance."

Jianfa Cong, Ken Seng Tan (2016)

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DOI: 10.1007/S10479-014-1584-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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Jianfa Cong, Ken Seng Tan:
Optimal VaR-based risk management with reinsurance. Ann. Oper. Res. 237(1-2): 177-202 (2016)

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