Author: Li Jing Xu Mingxin
Publisher: MDPI
E-ISSN: 2227-9091|1|3|119-147
ISSN: 2227-9091
Source: Risks, Vol.1, Iss.3, 2013-11, pp. : 119-147
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
VaR and CVaR Implied in Option Prices
Journal of Risk and Financial Management, Vol. 9, Iss. 1, 2016-02 ,pp. :
Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics
Risks, Vol. 4, Iss. 4, 2016-11 ,pp. :
By Abid Fathi Leung Pui Lam Mroua Mourad Wong Wing Keung
Journal of Risk and Financial Management, Vol. 7, Iss. 2, 2014-05 ,pp. :
Optimal Reinsurance Under General Law-Invariant Convex Risk Measure and
By Chen Mi Wang Wenyuan Ming Ruixing
Risks, Vol. 4, Iss. 4, 2016-12 ,pp. :