Journal article

Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer

Nan Zhang, Zhuo Jin, Linyi Qian, Rongming Wang

Journal of Computational and Applied Mathematics | ELSEVIER SCIENCE BV | Published : 2018

University of Melbourne Researchers

Grants

Awarded by National Natural Science Foundation of China


Awarded by Innovation Program of Shanghai Municipal Education Commission


Awarded by Doctoral Program Foundation of the Ministry of Education of China


Awarded by Program of Shanghai Subject Chief Scientist


Awarded by 111 Project


Funding Acknowledgements

This work was supported in part by National Natural Science Foundation of China (11771147, 11571113, 11301189); Innovation Program of Shanghai Municipal Education Commission (15ZZ023); Doctoral Program Foundation of the Ministry of Education of China (20130076120007); Program of Shanghai Subject Chief Scientist (14XD1401600); the 111 Project (B14019); Faculty Research Grant of University of Melbourne, Australia.