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Annals of Actuarial Science 2018 / 7

Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown

Han, Xia, Liang, Zhibin, Zhang, Caibin
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Language:
english
Journal:
Annals of Actuarial Science
DOI:
10.1017/S1748499518000210
Date:
July, 2018
File:
PDF, 531 KB
english, 2018
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