Proportional Mutual Reinsurance Optimization

John Jianhua LIU; M. Taksar; J. Yuan

Proportional Mutual Reinsurance Optimization

John Jianhua LIU
, M. Taksar
, J. Yuan

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author)

Original language	English
Title of host publication	Real options, ambiguity, risk and insurance
Subtitle of host publication	world class university program in financial engineering, Ajou University. Volume two
Editors	Alain Bensoussan, Shige Peng, Jaeyoung Sung
Place of Publication	Washington, DC
Publisher	IOS Press
Pages	187-207
ISBN (Electronic)	9781614992387
ISBN (Print)	9781614992370
Publication status	Published - May 2013

Publication series

Name	Studies in probability, optimization and statistics
Volume	5
ISSN (Print)	0928-3986

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LIU, John Jianhua ; Taksar, M. ; Yuan, J. / Proportional Mutual Reinsurance Optimization. Real options, ambiguity, risk and insurance: world class university program in financial engineering, Ajou University. Volume two. editor / Alain Bensoussan ; Shige Peng ; Jaeyoung Sung. Washington, DC : IOS Press, 2013. pp. 187-207 (Studies in probability, optimization and statistics).

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Proportional Mutual Reinsurance Optimization. / LIU, John Jianhua; Taksar, M.; Yuan, J.
Real options, ambiguity, risk and insurance: world class university program in financial engineering, Ajou University. Volume two. ed. / Alain Bensoussan; Shige Peng; Jaeyoung Sung. Washington, DC: IOS Press, 2013. p. 187-207 (Studies in probability, optimization and statistics; Vol. 5).

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author)

TY - CHAP

T1 - Proportional Mutual Reinsurance Optimization

AU - LIU, John Jianhua

AU - Taksar, M.

AU - Yuan, J.

PY - 2013/5

Y1 - 2013/5

M3 - RGC 12 - Chapter in an edited book (Author)

SN - 9781614992370

T3 - Studies in probability, optimization and statistics

SP - 187

EP - 207

BT - Real options, ambiguity, risk and insurance

A2 - Bensoussan, Alain

A2 - Peng, Shige

A2 - Sung, Jaeyoung

PB - IOS Press

CY - Washington, DC

ER -