Optimal Reinsurance under Variance Related Premium Principles

By Yichun Chi. 2012

54 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/fab051b937bbe59c85ca1bf4c1f2f0224e7719ea

How researchers see this paper

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

1. Yichun Chi
2. Jun Cai
3. Ken Seng Tan
4. Qihe Tang
5. Chengguo Weng
6. Ka Chun Cheung
7. Gordon E. Willmot
8. Fadoua Balabdaoui

Citations in the corpus

• Optimal reinsurance designs based on risk measures: a review (2020, methodology): “Noting that VaR risk measure is translation invariant, Chi and Tan (2011) show”