Optimal risk control and dividend distribution policies: example of excess-of loss reinsurance for an insurance corporation

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@article{09206f30809311db8b97000ea68e967b,

title = "Optimal risk control and dividend distribution policies: example of excess-of loss reinsurance for an insurance corporation",

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

year = "2000",

language = "English",

volume = "4",

pages = "299--324",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer",

number = "3",

}