Optimal insurance risk control with multiple reinsurers (Q289286)

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scientific article; zbMATH DE number 6586992
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English
Optimal insurance risk control with multiple reinsurers
scientific article; zbMATH DE number 6586992

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    Optimal insurance risk control with multiple reinsurers (English)
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    30 May 2016
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    variance premium principle
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    reinsurance strategy
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    multiple reinsurers
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    fixed costs
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    taxes
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    HJB equation
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