Traditional versus non-traditional reinsurance in a dynamic setting (Q5467665): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461230310016983 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1989551333 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin problems with compounding assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Proportional Reinsurance Policies in a Dynamic Setting / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:35, 24 June 2024

scientific article; zbMATH DE number 5026190
Language Label Description Also known as
English
Traditional versus non-traditional reinsurance in a dynamic setting
scientific article; zbMATH DE number 5026190

    Statements

    Traditional versus non-traditional reinsurance in a dynamic setting (English)
    0 references
    0 references
    24 May 2006
    0 references
    optimal control
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    Cramér-Lundberg risk model
    0 references
    diffusion approximation
    0 references
    proportional reinsurance
    0 references
    catastrophe bonds
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references