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Optimal Retention Levels in Dynamic Reinsurance Markets
Insurance-investment strategies Insurance/investment strategy: u(t) = (v(t), v 1(t), . . . , vm(t)) T. 5/12 Agenda ... Insurance-investment strategies Insurance/investment strategy: u(t) = (v(t), v 1(t), . . . , vm(t)) T. Wealth dynamics: ...- Authors: Enrico Biffis
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models; Reinsurance>Coinsurance