On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697): Difference between revisions

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Latest revision as of 20:03, 7 June 2024

scientific article; zbMATH DE number 2149156
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English
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
scientific article; zbMATH DE number 2149156

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    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (English)
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    30 March 2005
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    Cramér-Lundberg risk model
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    Sparre Andersen risk model
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    Markov modulated risk model
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