Optimal proportional reinsurance in a bivariate risk model
Cristina Gosio; Ester C. Lari; Marina Ravera
| Year of publication: |
2015
|
|---|---|
| Authors: | Gosio, Cristina ; Lari, Ester C. ; Ravera, Marina |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 6.2015, 6, p. 664-671
|
| Subject: | Collective Risk Theory | Optimal Proportional Reinsurance | Dynamic Programming | Rückversicherung | Reinsurance | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Dynamische Optimierung | Dynamic programming | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming |
| 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/10011384508