A state dependent reinsurance model
DOI10.1016/J.INSMATHECO.2017.03.004zbMATH Open1394.91193OpenAlexW2601521327MaRDI QIDQ2397864FDOQ2397864
Authors: Esther Frostig, David Perry, Rami Yosef, Onno Boxma 
Publication date: 24 May 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://research.tue.nl/nl/publications/a-state-dependent-reinsurance-model(5e4390cc-99c6-4bc3-968f-8ebc50b5932c).html
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Queueing theory (aspects of probability theory) (60K25)
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