Wanting He

The University of Hong Kong

Pokfulam Road

Hong Kong, HK

China

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Scholarly Papers (1)

1.

Multi-Constrained Optimal Reinsurance Model from the Generalized Neyman-Pearson and the Daulity Perspectives

Number of pages: 33 Posted: 07 Nov 2022
Ka Chun Cheung, Wanting He and He Wang
The University of Hong Kong, The University of Hong Kong and Southern University of Science and Technology
Downloads 90 (615,790)

Abstract:

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Optimal Reinsurance, Generalized Neyman-Pearson Lemma, Distortion Risk Measure, Duality.