Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle

Ken Seng Tan, Pengyu Wei, Wei Wei, Sheng Chao Zhuang

Year of publication:	2020
Authors:	Ken Seng Tan ; Wei, Pengyu ; Wei, Wei ; Zhuang, Sheng Chao
Published in:	European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 282.2020, 1 (1.4.), p. 345-362
Subject:	Moral hazard \| Risk management \| Mean-CVaR \| Reinsurance \| Ruin probability \| Rückversicherung \| Theorie \| Theory \| Risikomanagement \| Risikomodell \| Risk model \| Moral Hazard \| Risiko \| Risk

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