Optimal non-proportional reinsurance control (Q661244): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.04.001 / rank
 
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Latest revision as of 22:14, 4 July 2024

scientific article
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Optimal non-proportional reinsurance control
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    Optimal non-proportional reinsurance control (English)
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    10 February 2012
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    ruin probabilities
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    XL-reinsurance
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    controlled diffusions
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    optimal investment control
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