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

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Bibliographic Details
Title: Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model.
Authors: Wu, Fan1, Shen, Yang2, Zhang, Xin1, x.zhang.seu@gmail.com, Ding, Kai1
Source: Journal of Optimization Theory & Applications; Jun2024, Vol. 201 Issue 3, p1229-1255, 27p
Database: Applied Science & Technology Source
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ISSN:00223239
DOI:10.1007/s10957-024-02429-y