Journal article

Optimal dynamic reinsurance

David CM Dickson, Howard R Waters

Astin Bulletin | CAMBRIDGE UNIV PRESS | Published : 2006

DOI: 10.2143/AST.36.2.2017928

University of Melbourne Researchers

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Keywords

Economics
Mathematical Methods in Social Sciences
Finite Time Ruin
Ruin
Reinsurance
Finite-Time
Statistics & Probability
Mathematics
Translated Gamma Process
Business & Economics
Social Sciences
Translated Gamma Distribution
Probability
Social Sciences, Mathematical Methods
Science & Technology
Physical Sciences
Mathematics, Interdisciplinary Applications
Dynamic Strategy