Optimal reinsurance under risk and uncertainty
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Publication:2260946
DOI10.1016/J.INSMATHECO.2014.11.001zbMATH Open1308.91075OpenAlexW2035315567MaRDI QIDQ2260946FDOQ2260946
Authors: Beatriz Balbás, Raquel Balbás, Antonio Heras, Alejandro Balbás 
Publication date: 13 March 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/19024
Recommendations
optimality conditionsmoral hazardoptimal reinsurancebang-bang solutionrisk and uncertaintyoptimal reinsurance linear problem
Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48)
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