Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle

  • Ken Seng Tan
  • , Pengyu Wei
  • , Wei Wei
  • , Shengchao Zhuang

Research output: Contribution to journalArticlepeer-review

210 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle'. Together they form a unique fingerprint.
Sort by

INIS

Mathematics

Economics, Econometrics and Finance