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Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ceci, Claudia, Cretarola, Alessandra
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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