Optimal Proportional Reinsurance Policies For Levy Markets With Costs

by Zororo Stanelake Makumbe

From the point of view of the first insurer, we determine the ideal proportion of an insurance policy, in a Levy market, to be re insured and the expected value attained using Stochastic control... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843367248
• ISBN13: 9783843367240
• Release Date: October 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 64 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"