Optimal insurance design under distortion risk measures with variance constraint

European Journal of Operational Research 2026

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Authors: Wei Wang, Tim J. Boonen, Wenjun Jiang, Yiying Zhang

DOI: 10.1016/j.ejor.2026.01.002

Cited by: 1

References: 30

Fields of Study & Subjects

Risk and Portfolio Optimization Probability and Risk Models Insurance and Financial Risk Management

References 30