Traditional versus non-traditional reinsurance in a dynamic setting
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461230310016983
Reference21 articles.
1. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
2. Bäuerle N (2004) Approximation of optimal reinsurance and dividend pay-out policies To appear inMath. Finance
3. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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