Optimal proportional reinsurance policies for diffusion models

Bjarne Højgaard, Michael Taksar

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Scandinavian Actuarial Journal
Volume	2
Pages (from-to)	166-180
ISSN	0346-1238
Publication status	Published - 1998

AUB Link

@article{090d5c60809311db8b97000ea68e967b,

title = "Optimal proportional reinsurance policies for diffusion models",

author = "Bjarne H{\o}jgaard and Michael Taksar",

year = "1998",

language = "English",

volume = "2",

pages = "166--180",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor & Francis",

}