Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2009.05.006
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+W2005412608
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Insurer's optimal reinsurance strategies
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+Optimal reinsurance under mean-variance premium principles
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@@ links / mardi / name / links / mardi / name @@
+Publication:659110