Modern Economy

Vol.7 No.6(2016), Paper ID 67369, 10 pages

DOI:10.4236/me.2016.76075

 

Optimal Dynamic Proportional and Excess of Loss Reinsurance under Dependent Risks

 

Cristina Gosio, Ester C. Lari, Marina Ravera

 

Department of Economics and Business Studies, University of Genoa, Genoa, Italy
Department of Economics and Business Studies, University of Genoa, Genoa, Italy
Department of Economics and Business Studies, University of Genoa, Genoa, Italy

 

Copyright © 2016 Cristina Gosio, Ester C. Lari, Marina Ravera et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Gosio, C. , Lari, E. and Ravera, M. (2016) Optimal Dynamic Proportional and Excess of Loss Reinsurance under Dependent Risks. Modern Economy, 7, 715-724. doi: 10.4236/me.2016.76075.

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