agi-lab / LQ-reinsurance-under-constraints

code to accompany paper by Avanzi, Lau and Steffensen "Optimal reinsurance under terminal value constraints"

Repository from Github https://github.comagi-lab/LQ-reinsurance-under-constraintsRepository from Github https://github.comagi-lab/LQ-reinsurance-under-constraints

agi-lab/LQ-reinsurance-under-constraints Stargazers