"Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting ..."

Fan Wu et al. (2024)

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DOI: 10.1007/S10957-024-02429-Y

access: closed

type: Journal Article

metadata version: 2024-08-13

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Fan Wu, Yang Shen, Xin Zhang, Kai Ding:
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model. J. Optim. Theory Appl. 201(3): 1229-1255 (2024)

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