Record link: 
http://hdl.handle.net/20.500.12708/211065
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Title: 
Reinsurance price as a two-state Markov jump process: how to find the optimal strategy
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Citation: 
Eisenberg, J., Fabrykowski, L., & Schmeck, M. D. (2024). Reinsurance price as a two-state Markov jump process: how to find the optimal strategy. In EAJ’24 Lisbon: 6th European Actuarial Journal Conference (pp. 101–101). http://hdl.handle.net/20.500.12708/211065
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Eisenberg, Julia 
Fabrykowski, Lukas 
Schmeck, Maren Diane 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Published in: 
EAJ'24 Lisbon: 6th European Actuarial Journal Conference 
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Date (published): 
2024
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Event name: 
6th European Actuarial Journal Conference 2024 (EAJ'24) 
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Event date: 
9-Sep-2024 - 11-Sep-2024
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Event place: 
Lissabon, Portugal
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Number of Pages: 
1
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Keywords: 
Reinsurance
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Research Areas: 
Mathematical Methods in Economics: 100%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Conference Paper

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