Carole Bernard, Ludger Rüschendorf, Steven Vanduffel. Optimal claims with fixed payoff structure. J. Applied Probability, 51(A):175-188, 2014. [doi]
@article{BernardRV14,
title = {Optimal claims with fixed payoff structure},
author = {Carole Bernard and Ludger Rüschendorf and Steven Vanduffel},
year = {2014},
doi = {10.1017/S0021900200021264},
url = {http://dx.doi.org/10.1017/S0021900200021264},
researchr = {https://researchr.org/publication/BernardRV14},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {51},
number = {A},
pages = {175-188},
}