Open AccessOptimal stop-loss reinsurance with joint utility constraints
Author(s) -
Nan Zhang,
Linyi Qian,
Zhuo Jin,
Wei Wang
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2020001
Subject(s) - reinsurance , expected utility hypothesis , value (mathematics) , computer science , mathematical optimization , upper and lower bounds , actuarial science , mathematical economics , economics , mathematics , mathematical analysis , machine learning