https://www.risk.net/journal-of-risk/7721046/optimal-reinsurance-with-expectile-under-the-vajda-condition
Optimal reinsurance with expectile under the Vajda condition - Journal of Risk
Dec 16, 2020 - In this paper, the author revisits optimal reinsurance problems by minimizing the adjusted value of the liability of an insurer, which encompasses a risk margin
journal of riskoptimalreinsuranceexpectilevajda
https://ott-jax.readthedocs.io/neural/_autosummary/ott.neural.methods.expectile_neural_dual.ENOTPotentials.f.html
ott.neural.methods.expectile_neural_dual.ENOTPotentials.f — ott 0.6.1.dev29+g98612bd1b documentation
ottneuralmethodsexpectiledual