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Optimal excess-of-loss reinsurance under borrowing constraints
Luo, Shangzhen; Taksar, Michael I. - In: Risk and decision analysis 2 (2010/11) 2, pp. 103-123
Persistent link: https://www.econbiz.de/10009304894
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On proportional reinsurance with a linear transaction rate
Luo, Shangzhen - In: Risk and decision analysis 3 (2012) 1/2, pp. 115-137
Persistent link: https://www.econbiz.de/10009655131
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Excess-of-loss reinsurance under taxes and fixed costs
Choulli, Tahir; Taksar, Michael I. - In: Risk and decision analysis 2 (2010/11) 2, pp. 85-101
Persistent link: https://www.econbiz.de/10009304895