VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance

By Ken Seng Tan, Chengguo Weng, Yi Zhang. 2009

66 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/bc5fbe22e99ae2aa83b3093480a9089ec7ef4a8b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Edward Furman
2. Ricardas Zitikis

In Economics and Econometrics

1. Edward Furman
2. Ricardas Zitikis

In Management Science and Operations Research

1. Edward Furman
2. Ricardas Zitikis
3. Jianxi Su
4. Michel Denuit

Citations in the corpus

• Weighted Pricing Functionals With Applications to Insurance (2009, background): “For many examples of PCPs and some of their properties, see Tan et al. (2009) and references therein.”