Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model

Published in Journal of Optimization Theory and Applications, 2024

Recommended citation: Fan Wu, Yang Shen, Xin Zhang, & Kai Ding (2024). "Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model." Journal of Optimization Theory and Applications, 201(3), 1229-1255.
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