Optimal reinsurance policies with two reinsurers in continuous time
Hui Meng, Ming Zhou, Tak Kuen Siu
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Meng, Hui ; Zhou, Ming ; Siu, Tak Kuen |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 59.2016, p. 182-195
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| Subject: | Expected value premium principle | Variance premium principle | Ruin probability | Proportional reinsurance | Excess of loss reinsurance | Dynamic programming principle | Heavy-tailed claims | Rückversicherung | Reinsurance | Theorie | Theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647797