OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK

Publisher： Cambridge University Press

E-ISSN： 1446-8735|51|4|449-463

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.51, Iss.4, 2011-01, pp. : 449-463

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