Optimal reinsurance under risk and uncertainty
Year of publication: |
2015
|
---|---|
Authors: | Balbás, Alejandro ; Balbás, Beatriz ; Balbás, Raquel ; Heras, Antonio |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 60.2015, C, p. 61-74
|
Publisher: |
Elsevier |
Subject: | Risk and uncertainty | Moral hazard | Optimal reinsurance and optimality conditions | Bang–bang solution | The optimal reinsurance linear problem |
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