Optimal Reinsurance Strategy Based on the Lundberg Exponent
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11424-024-3199-8.pdf
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5. Meng H and Zhang X, Optimal risk control for the excess of loss reinsurance policies, ASTIN Bulletin: The Journal of the IAA, 2010, 40(1): 179–197.
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