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

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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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      – Type: doi
        Value: 10.1007/s10957-024-02429-y
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      – Code: eng
        Text: English
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        PageCount: 27
        StartPage: 1229
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      – TitleFull: Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model.
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            NameFull: Wu, Fan
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            NameFull: Shen, Yang
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            NameFull: Zhang, Xin
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            – D: 01
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              Text: Jun2024
              Type: published
              Y: 2024
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              Value: 201
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            – TitleFull: Journal of Optimization Theory & Applications
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