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 journal › Article › peer-review

46 Citations (Scopus)

168 Downloads (Pure)

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- Last Name(descending)

Wei Wei
- Wei.Weihw.acuk
- School of Mathematical & Computer Sciences - Assistant Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Assistant Professor
Person: Academic (Research & Teaching)