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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
Issue Date2018
Citation
The 2nd International Conference on Econometrics and Statistics, Hong Kong, China, 19-21 June 2018 How to Cite?
DescriptionEO137: Optimality for insurance risk models - Venue: The City University of Hong Kong
Persistent Identifierhttp://hdl.handle.net/10722/268833

 

DC FieldValueLanguage
dc.contributor.authorYuen, KC-
dc.date.accessioned2019-04-02T06:16:26Z-
dc.date.available2019-04-02T06:16:26Z-
dc.date.issued2018-
dc.identifier.citationThe 2nd International Conference on Econometrics and Statistics, Hong Kong, China, 19-21 June 2018-
dc.identifier.urihttp://hdl.handle.net/10722/268833-
dc.descriptionEO137: Optimality for insurance risk models - Venue: The City University of Hong Kong-
dc.languageeng-
dc.relation.ispartofThe International Conference on Econometrics and Statistics-
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.hkuros285601-

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