Title of article
OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK
Author/Authors
LIANG، ZHIBIN نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
15
From page
449
To page
463
Keywords
proportional reinsurance , Expected utility , premium principle , VALUE AT RISK , Pareto optimal solution
Journal title
The ANZIAM Journal
Serial Year
2009
Journal title
The ANZIAM Journal
Record number
650593
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