Mean-variance optimal local reinsurance contracts
Control and Cybernetics (2003)
- Volume: 32, Issue: 4, page 883-896
- ISSN: 0324-8569
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topKałuszka, Marek. "Mean-variance optimal local reinsurance contracts." Control and Cybernetics 32.4 (2003): 883-896. <http://eudml.org/doc/209281>.
@article{Kałuszka2003,
author = {Kałuszka, Marek},
journal = {Control and Cybernetics},
keywords = {reinsurance; optimal reinsurance contracts; quota share; excess of loss},
language = {eng},
number = {4},
pages = {883-896},
title = {Mean-variance optimal local reinsurance contracts},
url = {http://eudml.org/doc/209281},
volume = {32},
year = {2003},
}
TY - JOUR
AU - Kałuszka, Marek
TI - Mean-variance optimal local reinsurance contracts
JO - Control and Cybernetics
PY - 2003
VL - 32
IS - 4
SP - 883
EP - 896
LA - eng
KW - reinsurance; optimal reinsurance contracts; quota share; excess of loss
UR - http://eudml.org/doc/209281
ER -
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