HIGHLIGHTS
- who: Matteo Brachetta and Claudia Ceci from the Department of Mathematics, Politecnico of Milan, Piazza Leonardo da Vinci, , Milano, ItalyDepartment of Economics, University of Chieti-Pescara, Viale Pindaro, , Pescara, Italy have published the paper: Optimal reinsurance problem under fixed cost and exponential preferences, in the Journal: (JOURNAL) of January/25,/2021
- what: The authors investigate an optimal reinsurance problem for an insurance company taking into account subscription costs: that is a constant fixed cost is paid when the reinsurance contract is signed. The authors show that there exists a maximum fixed cost that the insurer . . .
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