Lu, Zhiyi; Liu, Leping; Meng, Shengwang Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures. (English) Zbl 1291.91122 Insur. Math. Econ. 52, No. 1, 46-51 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{Z. Lu} et al., Insur. Math. Econ. 52, No. 1, 46--51 (2013; Zbl 1291.91122) Full Text: DOI
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi Optimal reinsurance under VaR and CTE risk measures. (English) Zbl 1140.91417 Insur. Math. Econ. 43, No. 1, 185-196 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Cai} et al., Insur. Math. Econ. 43, No. 1, 185--196 (2008; Zbl 1140.91417) Full Text: DOI