Optimum excess-loss reinsurance: A dynamic framework
type: Item
instance of: scholarly article
title: Optimum excess-loss reinsurance: A dynamic framework
zbMATH Open document ID: 0469.60070
DOI: 10.1016/0304-4149(81)90013-2
author: Charles S. Tapiero
author: Dror Zuckerman
published in: Stochastic Processes and their Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 3736748
zbMATH Keywords: collective risk theory
zbMATH Keywords: reinsurance
zbMATH Keywords: Stackelberg solution
zbMATH Keywords: excess-loss
zbMATH Keywords: diffusion approximation
zbMATH Keywords: loading factor
MaRDI profile type: Publication
full work available at URL: 0304-4149(81)90013-2
OpenAlex ID: W2039706797
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description: scientific article; zbMATH DE number 3736748