Optimal reinsurance under risk and uncertainty
Year of publication: |
2015
|
---|---|
Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel ; Heras, Antonio |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 61-74
|
Subject: | Risk and uncertainty | Moral hazard | Optimal reinsurance and optimality conditions | Bang-bang solution | The optimal reinsurance linear problem | Theorie | Theory | Rückversicherung | Reinsurance | Risiko | Risk | Moral Hazard |
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