Optimal risk control and dividend distribution policies. Example of Excess-Of-Loss reinsurance

Michael I Taksar, Søren Asmussen, Bjarne Højgaard

Cite this

@article{31785d4074c611dbbee902004c4f4f50,

title = "Optimal risk control and dividend distribution policies. Example of Excess-Of-Loss reinsurance",

author = "Taksar, {Michael I} and S{\o}ren Asmussen and Bjarne H{\o}jgaard",

year = "2000",

language = "English",

pages = "299--324",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer",

number = "4",

}