De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information |
scientific article |
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De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (English)
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19 September 2017
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De Vylder approximation
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quota-share and excess of loss reinsurance
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optimal retention
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partial information
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ruin probability
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