Optimal Reinsurance Under General Law-Invariant Convex Risk Measure and TVaR Premium Principle
نویسندگان
چکیده
Mi Chen 1, Wenyuan Wang 2,4 and Ruixing Ming 3,* 1 School of Mathematics and Computer Science & FJKLMAA, Fujian Normal University, Fuzhou 350108, China; [email protected] 2 School of Mathematical Sciences, Xiamen University, Xiamen 361005, Fujian, China; [email protected] 3 School of Statistics and Mathematics, ZheJiang GongShang University, Hangzhou 310018, China 4 School of Applied Mathematics, Xinjiang University of Finance and Economics, Urumchi 830012, Xinjiang, China * Correspondence: [email protected]; Tel.: +86-188-889-71722
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