Optimal stop-loss reinsurance: a dependence analysis

DOI10.15672/HJMS.2015539472zbMath1410.91259OpenAlexW3125740744MaRDI QIDQ2818363

Anna Castañer, M. Mercé Claramunt

Publication date: 7 September 2016

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15672/hjms.2015539472

zbMATH Keywords

stop-loss premiumreinsurancesurvival probabilities

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Estimation in survival analysis and censored data (62N02)

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