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Scandinavian Actuarial Journal Volume 2021, 2021 - Issue 4
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Research Article

Optimal prevention of large risks with two types of claims

Romain Gauchona Institut de Science Financière et d'Assurances, Laboratoire de Sciences Actuarielle et Financière, Université Claude Bernard Lyon 1, Univ Lyon, Lyon, France;b addactis FranceCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-4674-019XView further author information
ORCID Icon,
Stéphane Loisela Institut de Science Financière et d'Assurances, Laboratoire de Sciences Actuarielle et Financière, Université Claude Bernard Lyon 1, Univ Lyon, Lyon, FranceView further author information
,
Jean-Louis Rullierea Institut de Science Financière et d'Assurances, Laboratoire de Sciences Actuarielle et Financière, Université Claude Bernard Lyon 1, Univ Lyon, Lyon, FranceView further author information
&
Julien Trufinc Département de Mathématique, Université Libre de Bruxelles (ULB), Bruxelles, BelgiqueView further author information
Pages 323-334 | Received 30 Jul 2020, Accepted 28 Oct 2020, Published online: 21 Nov 2020

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