مرکز منطقه ای اطلاع رساني علوم و فناوري - OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK

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 :

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

Link To Document :