Journal of Mathematical Finance

Vol.9 No.1(2019), Paper ID 89974, 14 pages

DOI:10.4236/jmf.2019.91002

 

Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures

 

Yuxia Huang, Chuancun Yin

 

School of Statistics, Qufu Normal University, Qufu, China
School of Statistics, Qufu Normal University, Qufu, China

 

Copyright © 2019 Yuxia Huang, Chuancun Yin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Huang, Y. and Yin, C. (2019) Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures. Journal of Mathematical Finance, 9, 11-24. doi: 10.4236/jmf.2019.91002.
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