Optimal reinsurance with ruin probability target

Exposé au 7th International Workshop on Rare Event Simulation, à l’IRISA à Rennes (RESIM’08). Les slides sont en ligne.

Arthur Charpentier
Arthur Charpentier
Arthur Charpentier, professor in Montréal, in Actuarial Science. Former professor-assistant at ENSAE Paristech, associate professor at Ecole Polytechnique and assistant professor… Read more

OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (September 26, 2008). Optimal reinsurance with ruin probability target. Freakonometrics. Retrieved June 10, 2026 from https://doi.org/10.58079/ou95


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