Optimal Proportional Reinsurance With Common Shock Dependence

Link

http://www.sciencedirect.com/science/article/pii/S0167668715000724

Volume

64

Page

13-Jan

Number

September

Year

2015

Categories

Reinsurance

Publications

Insurance: Mathematics and Economics

Authors

Yuen, K. C., Liang Z., & Zhou, M.

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