✦ LIBER ✦
233012 (M52) Optimal proportional reinsurance policies for diffusion models: Hojgaard B., Taksar M.,Scandinavian Actuarial Journal, 1998, No.2ϕ
- Book ID
- 104300157
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 82 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
303
the premium rate depends on u in such way that the safety loading decreases to zero as u -~o.