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

53 Citations (Scopus)

210 Downloads (Pure)

1 results
- 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)