Optimal excess-of-loss reinsurance under borrowing constraints
Year of publication: |
2010/11
|
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Authors: | Luo, Shangzhen ; Taksar, Michael I. |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 2.2010/11, 2, p. 103-123
|
Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Liquiditätsbeschränkung | Liquidity constraint |
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