On proportional reinsurance with a linear transaction rate

Shangzhen Luo. On proportional reinsurance with a linear transaction rate. Risk and Decision Analysis, 3(1-2):115-137, 2012. [doi]

@article{Luo12-15,
  title = {On proportional reinsurance with a linear transaction rate},
  author = {Shangzhen Luo},
  year = {2012},
  doi = {10.3233/RDA-2011-0034},
  url = {http://dx.doi.org/10.3233/RDA-2011-0034},
  researchr = {https://researchr.org/publication/Luo12-15},
  cites = {0},
  citedby = {0},
  journal = {Risk and Decision Analysis},
  volume = {3},
  number = {1-2},
  pages = {115-137},
}