Dynamic optimal reinsurance for stochastic catastrophe with dependent claim risks

ZHANG Jiesong, XIAO Qingxian

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (2) : 297-307.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (2) : 297-307. DOI: 10.12011/1000-6788(2016)02-0297-11

Dynamic optimal reinsurance for stochastic catastrophe with dependent claim risks

  • ZHANG Jiesong1,2, XIAO Qingxian1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(2): 297-307 https://doi.org/10.12011/1000-6788(2016)02-0297-11

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