Optimal reinsurance and investment with unobservable claim size and intensity
Year of publication: |
2014
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Authors: | Liang, Zhibin ; Bayraktar, Erhan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 156-166
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Subject: | Markov-modulated compound Poisson process | Proportional reinsurance | Optimal investment | Rückversicherung | Reinsurance | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Investition | Investment |
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