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Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium.

Ming ZhouHongbin DongJingfeng Xu
Published in: J. Syst. Sci. Complex. (2011)
Keyphrases
  • optimal solution
  • closed form
  • dynamic programming
  • supply chain
  • neural network
  • search engine
  • genetic algorithm
  • multi objective
  • worst case
  • optimal strategy
  • optimal design