An optimal reinsurance problem in the Cramér–Lundberg model
Crossref DOI link: https://doi.org/10.1007/s00186-016-0559-8
Published Online: 2016-09-24
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cani, Arian
Thonhauser, Stefan
Funding for this research was provided by:
Austrian Science Fund (AT) (F5510)
Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (200021-124635/1)
License valid from 2016-09-24