Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1239/jap/1402578634 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2090697813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / 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: Insurance with borrowing: first- and second-order approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time value of absolute ruin with debit interest / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the expectation of total discounted operating costs up to default and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin estimation for a general insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal proportional reinsurance policies for diffusion models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On absolute ruin minimization under a diffusion approximation model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Risk Control for The Excess of Loss Reinsurance Policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Gronwall-Bellman inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximations for a risk process with the possibility of borrowing and investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Proportional Reinsurance Policies in a Dynamic Setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk and dividend distribution control models for an insurance company / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dynamic reinsurance policies for large insurance portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest / rank
 
Normal rank

Latest revision as of 18:37, 8 July 2024

scientific article; zbMATH DE number 6316509
Language Label Description Also known as
English
Optimal Dynamic Risk Control for Insurers with State-Dependent Income
scientific article; zbMATH DE number 6316509

    Statements

    Optimal Dynamic Risk Control for Insurers with State-Dependent Income (English)
    0 references
    0 references
    0 references
    11 July 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    absolute ruin
    0 references
    excess-of-loss reinsurance
    0 references
    HJB equation
    0 references
    liquid reserve
    0 references
    state-dependent income
    0 references
    0 references