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Optimal reinsurance under risk and uncertainty
Balbás, Alejandro
;
Balbás, Beatriz
;
Balbás, Raquel
; …
-
Instituto sobre Desarrollo Empresarial (INDEM), …
-
2014
. Secondly, the optimal contract is often a
bang-bang
solution
, i:e:, the sensitivity between the retained risk and the total …
Persistent link: https://www.econbiz.de/10010786626
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Optimal reinsurance under risk and uncertainty
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 61-74
Persistent link: https://www.econbiz.de/10010484830
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