"Optimal dynamic reinsurance policies under a generalized Denneberg's ..."

Ken Seng Tan et al. (2020)

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DOI: 10.1016/J.EJOR.2019.08.053

access: closed

type: Journal Article

metadata version: 2025-09-11

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Ken Seng Tan, Pengyu Wei, Wei Wei, Sheng Chao Zhuang:
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. Eur. J. Oper. Res. 282(1): 345-362 (2020)

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