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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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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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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