Robust Optimal Per-loss Reinsurance Strategy for an Ambiguity-Averse Insurer#br#
WANG Yeshunying, MENG Hui, LIAO Pu
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS . 2023, (6): 859 -878 .  DOI: 10.3969/j.issn.1001-4268.2023.06.006