Optimisation in Non-Life Insurance (Q3424145): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimisation in Non-Life Insurance |
scientific article |
Statements
Optimisation in Non-Life Insurance (English)
0 references
15 February 2007
0 references
change of measure
0 references
Cramér-Lundberg approximation
0 references
dividends
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal control
0 references
proportional reinsurance
0 references
ruin probability
0 references
small claims
0 references
stochastic control
0 references
subexponential distribution
0 references
