Optimal proportional reinsurance policies for diffusion models (Q4235023): Difference between revisions

@@ Property / author @@
-Bjarne Højgaard
@@ Property / author: Bjarne Højgaard / rank @@
-Normal rank
@@ Property / author @@
-Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
-Normal rank
@@ Property / author @@
+Bjarne Højgaard
@@ Property / author: Bjarne Højgaard / rank @@
+Normal rank
@@ Property / author @@
+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.1998.10414000
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+W2139934558
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@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
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@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
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@@ Property / cites work @@
+Optimal reinsurance
@@ Property / cites work: Optimal reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4061759
@@ Property / cites work: Q4061759 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ Property / cites work @@
+Premium control in an insurance system, an approach using linear control theory
+Normal rank
@@ Property / cites work @@
+Lectures on the use of control theory in insurance
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@@ Property / cites work @@
+RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS<sup>1</sup>
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@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
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@@ Property / cites work @@
+Q4328335
@@ Property / cites work: Q4328335 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3698635
@@ Property / cites work: Q3698635 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:4235023