@article{WANG WenYuan_267, author = {WANG WenYuan, XIAO LiQun}, title = {Optimal Reinsurance under GlueVaR Distortion Risk Measures}, publisher = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, year = {2017}, journal = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, volume = {33}, number = {3}, eid = {267}, pages = {267-284}, keywords = {

optimal reinsurance; GlueVaR; distortion risk measure; ceded loss function

}, doi = http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2017.03.005 }