Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability
Year of publication: |
2013
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Authors: | Cai, Jun ; Fang, Ying ; Li, Zhi ; Willmot, Gordon E. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 80.2013, 1, p. 145-168
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Subject: | Rückversicherung | Reinsurance | Pareto-Optimum | Pareto efficiency | Wahrscheinlichkeitsrechnung | Probability theory |
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