Optimal proportional reinsurance with a loss-dependent premium principle
Year of publication: |
2019
|
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Authors: | Hu, Duni ; Wang, Hailong |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2019.2019, 9, p. 752-767
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Subject: | History loss | loss-dependent premium principle | proportional reinsurance | utility loss | Theorie | Theory | Risikomodell | Risk model | Rückversicherung | Reinsurance |
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