Exposé au 7th International Workshop on Rare Event Simulation, à l’IRISA à Rennes (RESIM’08). Les slides sont en ligne.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (September 26, 2008). Optimal reinsurance with ruin probability target. Freakonometrics. Retrieved September 19, 2024 from https://doi.org/10.58079/ou95