Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
- 期刊名称Insurance: Mathematics and Economics
- 作者Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
- 卷第67卷
- 印刷ISSN0167-6687
- 文件大小505.86KB
- 发表时间2016-03
- DOI10.1016/j.insmatheco.2015.12.003
- 页码65-76