On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic control for optimal new business / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment for insurers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On minimizing the ruin probability by investment and reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some mathematical aspects of reinsurance / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 20:03, 7 June 2024

scientific article; zbMATH DE number 2149156
Language Label Description Also known as
English
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
scientific article; zbMATH DE number 2149156

    Statements

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (English)
    0 references
    0 references
    0 references
    30 March 2005
    0 references
    0 references
    Cramér-Lundberg risk model
    0 references
    Sparre Andersen risk model
    0 references
    Markov modulated risk model
    0 references