Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures"
written by Yuxia Huang, Chuancun Yin,
published by Journal of Mathematical Finance, Vol.9 No.1, 2019

has been cited by the following article(s):

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[4]	Optimal stop-loss reinsurance with joint utility constraints.
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[6]	A unifying approach to constrained and unconstrained optimal reinsurance
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[1]	Optimal reinsurance for several lines of business Scandinavian Actuarial Journal, 2026 DOI:10.1080/03461238.2026.2650318

[2]	Revisit optimal reinsurance under a new distortion risk measure Communications in Statistics - Theory and Methods, 2023 DOI:10.1080/03610926.2023.2226783

[3]	Optimal stop-loss reinsurance with joint utility constraints Journal of Industrial and Management Optimization, 2021 DOI:10.3934/jimo.2020001

[4]	A unifying approach to constrained and unconstrained optimal reinsurance Journal of Computational and Applied Mathematics, 2019 DOI:10.1016/j.cam.2019.03.046