Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203): Difference between revisions

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Revision as of 04:10, 5 March 2024

scientific article
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Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance
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    Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (English)
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    21 June 2018
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    probability of ruin
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    optimal investment
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    optimal reinsurance
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    transaction costs
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    stochastic control
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