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On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance - MaRDI portal

On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697)

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scientific article; zbMATH DE number 2149156
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On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
scientific article; zbMATH DE number 2149156

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    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (English)
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    30 March 2005
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    Cramér-Lundberg risk model
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    Sparre Andersen risk model
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    Markov modulated risk model
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