Multiple per-claim reinsurance based on maximizing the Lundberg exponent
Hui Meng, Li Wei, Ming Zhou
Year of publication: |
2023
|
---|---|
Authors: | Meng, Hui ; Wei, Li ; Zhou, Ming |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 112.2023, p. 33-47
|
Subject: | Bisection method | Combined premium principle | Lundberg exponent | Multiple reinsurance | Per-claim reinsurance |
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