Optimal reinsurance and investment with unobservable claim size and intensity

By Zhibin Liang, Erhan Bayraktar. 2014

91 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9cf6829a511f2007f2decc7d3ff6ffb9a1c54f9e