Stochastic Pareto-optimal reinsurance policies
Year of publication: |
2013
|
---|---|
Authors: | Zeng, Xudong ; Luo, Shangzhen |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 671-677
|
Publisher: |
Elsevier |
Subject: | Pareto-optimal | Cooperation game | Reinsurance | Stochastic optimal control |
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