An optimal reinsurance problem in the Cramér–Lundberg model

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)179-205
Number of pages24
JournalMathematical Methods of Operations Research
Volume85
Issue number2
DOIs
Publication statusPublished - 2017

ASJC Scopus subject areas

  • Control and Optimization

Fields of Expertise

  • Information, Communication & Computing

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