Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle-Reference-Cited by-同舟云学术

Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle

Published:2020-04 Issue:1 Volume:282 Page:345-362
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Tan Ken Seng,Wei Pengyu^ORCID,Wei Wei,Zhuang Sheng Chao^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference63 articles.

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5. Optimal reinsurance and dividend distribution policies in the Cramér–Lundberg model;Azcue;Mathematical Finance,2005

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