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- W2976921869 abstract "We propose the novel class of nonlinearly transformed risk measures (NTRMs) and apply them to the standard reinsurance problem in which an insurant seeks the risk-minimizing reinsurance contract. N..." @default.
- W2976921869 created "2019-10-03" @default.
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- W2976921869 date "2019-09-27" @default.
- W2976921869 modified "2023-09-26" @default.
- W2976921869 title "Nonlinearly transformed risk measures: properties and application to optimal reinsurance" @default.
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- W2976921869 doi "https://doi.org/10.1080/03461238.2019.1670249" @default.
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