Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587): Difference between revisions

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+https://doi.org/10.1007/s11857-009-0066-6
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+W2016340742
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+Simple approximations of ruin probabilities
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Q5588331
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+Aspects of risk theory
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Q4492756
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+Q4230625
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Q5434181
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Publication:845587