Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection

By Lihua Bai, Junyi Guo. 2010

49 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/3e166bc87faefada117272c60475be7c12f5f319