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Conference Paper: Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Title | Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure |
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Authors | |
Issue Date | 2018 |
Citation | The 2nd International Conference on Econometrics and Statistics, Hong Kong, China, 19-21 June 2018 How to Cite? |
Description | EO137: Optimality for insurance risk models - Venue: The City University of Hong Kong |
Persistent Identifier | http://hdl.handle.net/10722/268833 |
DC Field | Value | Language |
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dc.contributor.author | Yuen, KC | - |
dc.date.accessioned | 2019-04-02T06:16:26Z | - |
dc.date.available | 2019-04-02T06:16:26Z | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | The 2nd International Conference on Econometrics and Statistics, Hong Kong, China, 19-21 June 2018 | - |
dc.identifier.uri | http://hdl.handle.net/10722/268833 | - |
dc.description | EO137: Optimality for insurance risk models - Venue: The City University of Hong Kong | - |
dc.language | eng | - |
dc.relation.ispartof | The International Conference on Econometrics and Statistics | - |
dc.title | Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure | - |
dc.type | Conference_Paper | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.identifier.hkuros | 285601 | - |