Optimal reinsurance in the presence of counterparty default...

Insurance: Mathematics and Economics 2013 / 11 Vol. 53; Iss. 3

Optimal reinsurance in the presence of counterparty default risk

Asimit, Alexandru V., Badescu, Alexandru M., Cheung, Ka Chun
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Volume:
53
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2013.09.012
Date:
November, 2013
File:
PDF, 424 KB
english, 2013
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