Optimal reinsurance under risk and uncertainty
Year of publication: |
2014-06
|
---|---|
Authors: | Balbás, Alejandro ; Balbás, Beatriz ; Balbás, Raquel ; Heras, Antonio |
Institutions: | Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid |
Subject: | Risk and Uncertainty | Moral Hazard | Optimal Reinsurance and Optimality Conditions | Bang-Bang Solution | The Optimal Reinsurance Linear Problem |
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