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Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model

Published Online: 2024-04-10

Published Print: 2024-06

Authors

Wu, Fan

Shen, Yang

Zhang, Xin https://orcid.org/0000-0001-6670-5351
Ding, Kai
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (12171086)

Fundamental Research Funds for the Central Universities (2242021R41082)

Australian Research Council (DP21010119, DP21010119, 12371472, 11971172)

Australian Research Council (DE200101266)

National Natural Science Foundation of China (71971070, 72371256)
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Text and Data Mining valid from 2024-04-10

Version of Record valid from 2024-04-10
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Article History

Received: 4 September 2023

Accepted: 12 March 2024

First Online: 10 April 2024

Document is current