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Optimal insurance under the insurer's VaR constraint

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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008  100513e20091201che|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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100  ‎$0‎MAPA20080649920‎$a‎Zhou, Chunyang
24510‎$a‎Optimal insurance under the insurer's VaR constraint ‎$c‎Chunyang Zhou and Chongfeng Wu
7001 ‎$0‎MAPA20080649937‎$a‎Wu, Chongfeng
7730 ‎$w‎MAP20077000413‎$t‎The Geneva Risk and Insurance Review‎$d‎The Netherlands : The Geneva Association, 1991-2010‎$x‎0926-4957‎$g‎01/12/2009 Tomo 34 Número 2 - 2009 , p. 140-154