scientific article; zbMATH DE number 1093219

MaRDI QIDQ4367901zbMATH OpenFDO

Authors Werner Hürlimann

Publication date 1997

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Non-optimality of a linear combination of proportional and non-proportional reinsurance
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