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Conference Paper: Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure

TitleOptimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Authors
Yuen, KC
Issue Date2018
Citation
Lecture, School of Mathematics, Nankai University, Tianjin, China, October 2018 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/271516

 

DC FieldValueLanguage
dc.contributor.authorYuen, KC-
dc.date.accessioned2019-07-02T10:19:16Z-
dc.date.available2019-07-02T10:19:16Z-
dc.date.issued2018-
dc.identifier.citationLecture, School of Mathematics, Nankai University, Tianjin, China, October 2018-
dc.identifier.urihttp://hdl.handle.net/10722/271516-
dc.languageeng-
dc.relation.ispartofLecture, School of Mathematics, Nankai University, Tianjin, China-
dc.titleOptimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure-
dc.typeConference_Paper-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.identifier.hkuros298144-

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