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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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Minimal cost of a Brownian risk without ruin
Luo, Shangzhen
;
Taksar, Michael I.
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 685-693
Persistent link: https://www.econbiz.de/10009683193
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