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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 664-670
martingale central limit theorem, we first derive a
two-dimensional
diffusion
approximation
to the two-dimensional compound …
Persistent link: https://www.econbiz.de/10010719110
Saved in:
2
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
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