Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432)
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scientific article; zbMATH DE number 7891545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal claim-dependent proportional reinsurance under a self-exciting claim model |
scientific article; zbMATH DE number 7891545 |
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Optimal claim-dependent proportional reinsurance under a self-exciting claim model (English)
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2 August 2024
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optimal reinsurance problem
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self-exciting claim
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claim-dependent proportional reinsurance
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dynamic programming principle
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verification theorem
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