An optimal reinsurance problem in the Cramér-Lundberg model
Year of publication: |
April 2017
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Authors: | Cani, Arian ; Thonhauser, Stefan |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 85.2017, 2, p. 179-205
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Subject: | Cramér-Lundberg model | Reinsurance | Stochastic control | Rückversicherung | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Versicherungsökonomik | Economics of insurance |
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