A note on optimal insurance risk control with multiple reinsurers
From MaRDI portal
Publication:515748
DOI10.1016/j.cam.2016.12.034zbMath1357.93105OpenAlexW2567722291MaRDI QIDQ515748
Tak Kuen Siu, Hailiang Yang, Hui Meng
Publication date: 16 March 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/246118
Lagrangian functionmultiple reinsurersenlargement of reinsurance spaceoptimal reinsurance treatiesvariance premium principles
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