Søren Asmussen, Bjarne Højgaard, Michael Taksar. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Finance and Stochastics, 4(3):299-324, 2000. [doi]
@article{AsmussenHT00,
title = {Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation},
author = {Søren Asmussen and Bjarne Højgaard and Michael Taksar},
year = {2000},
doi = {10.1007/s007800050075},
url = {http://dx.doi.org/10.1007/s007800050075},
researchr = {https://researchr.org/publication/AsmussenHT00},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {4},
number = {3},
pages = {299-324},
}