Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
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Publication:5397575
DOI10.1093/imaman/dps029zbMath1284.91230OpenAlexW2113488153MaRDI QIDQ5397575
Publication date: 24 February 2014
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaman/dps029
joint survival probabilityexpected value principlereinsurance retentioncombination of quota-share and stop-loss reinsurance
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