Optimal proportional reinsurance policies in a dynamic setting

Hanspeter Schmidli

161 Citationer (Scopus)

Abstract

Forsikringsmatematik

Originalsprog	Engelsk
Tidsskrift	Scandinavian Actuarial Journal
Udgave nummer	1
Sider (fra-til)	55-68
ISSN	0346-1238
Status	Udgivet - 2001

@article{244e597074c711dbbee902004c4f4f50,

title = "Optimal proportional reinsurance policies in a dynamic setting",

abstract = "Forsikringsmatematik",

author = "Hanspeter Schmidli",

year = "2001",

language = "English",

pages = "55--68",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor & Francis Scandinavia",

number = "1",

}