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~subject:"Rückversicherung"
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Rückversicherung
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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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2
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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3
Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong
;
Luo, Shangzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
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