"Optimal proportional reinsurance to maximize an insurer's exponential ..."

Xiaoqing Liang, Virginia R. Young (2023)

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DOI: 10.1017/JPR.2022.106

access: closed

type: Journal Article

metadata version: 2023-08-31

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Xiaoqing Liang, Virginia R. Young:
Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift. J. Appl. Probab. 60(3): 874-894 (2023)

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