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"An efficient algorithm for pricing reinsurance contract under the ..."

Manijeh Abbaspour, Kianoush Fathi Vajargah, Parvin Azhdari (2023)

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DOI: 10.1016/J.MATCOM.2023.04.018

access: closed

type: Journal Article

metadata version: 2023-07-13

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Manijeh Abbaspour, Kianoush Fathi Vajargah, Parvin Azhdari:
An efficient algorithm for pricing reinsurance contract under the regime-switching model. Math. Comput. Simul. 211: 278-300 (2023)

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