Optimal proportional reinsurance in a bivariate risk model
Year of publication: |
2015
|
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Authors: | Gosio, Cristina ; Lari, Ester C. ; Ravera, Marina |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 6.2015, 6, p. 664-671
|
Subject: | Collective Risk Theory | Optimal Proportional Reinsurance | Dynamic Programming | Theorie | Theory | Risikomodell | Risk model | Rückversicherung | Reinsurance | Dynamische Optimierung | Dynamic programming |
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