Optimal excess-of-loss reinsurance under borrowing constraints
Shangzhen Luo and Michael Taksar
| Year of publication: |
2010/11
|
|---|---|
| Authors: | Luo, Shangzhen ; Taksar, Michael I. |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 2.2010/11, 2, p. 103-123
|
| Subject: | Liquiditätsbeschränkung | Liquidity constraint | Theorie | Theory | Rückversicherung | Reinsurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304894