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Optimal reinsurance with a systemic surplus shock - MaRDI portal

Optimal reinsurance with a systemic surplus shock

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Publication:6665054

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DOI10.1016/j.econlet.2024.112013MaRDI QIDQ6665054

Kwangmin Jung, Seyoung Park

Publication date: 16 January 2025

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

ruin probability reinsurance systemic risk asset allocation

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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