Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction

Quantitative Finance

Volumn 1, Issue 6, 2001, Pages 573-596

  Choulli, Tahir ^a   Taksar, Michael ^b   Yu Zhou, Xun ^c  

^a UNIVERSITY OF CALGARY   (Canada)

^b STONY BROOK UNIVERSITY   (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85012529478     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/6/301     Document Type: Article

References (28)

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