Traditional versus non-traditional reinsurance in a dynamic setting (Q5467665): Difference between revisions
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scientific article; zbMATH DE number 5026190
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English | Traditional versus non-traditional reinsurance in a dynamic setting |
scientific article; zbMATH DE number 5026190 |
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Traditional versus non-traditional reinsurance in a dynamic setting (English)
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24 May 2006
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optimal control
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Hamilton-Jacobi-Bellman equation
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Cramér-Lundberg risk model
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diffusion approximation
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proportional reinsurance
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catastrophe bonds
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