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"A marginal indemnity function approach to optimal reinsurance under the ..."

Tim J. Boonen, Wenjun Jiang (2022)

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DOI: 10.1016/J.EJOR.2022.03.020

access: open

type: Journal Article

metadata version: 2023-08-28

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  - journals/eor/BoonenJ22
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  - https://dblp.org/rec/journals/eor/BoonenJ22
Tim J. Boonen, Wenjun Jiang:
A marginal indemnity function approach to optimal reinsurance under the Vajda condition. Eur. J. Oper. Res. 303(2): 928-944 (2022)

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