Optimal time for the excess of loss reinsurance with fixed costs
Year of publication: |
2022
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Authors: | Li, Peng ; Zhou, Ming ; Yao, Dingjun |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 466-475
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Subject: | Excess of loss reinsurance | Fixed costs | Optimal stopping | Theorie | Theory | Risikomodell | Risk model | Rückversicherung | Reinsurance | Fixkosten |
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