Optimal non-proportional reinsurance control (Q661244): Difference between revisions
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Property / cites work: Equilibrium in a Reinsurance Market / rank | |||
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Property / cites work: Optimal investment for investors with state dependent income, and for insurers / rank | |||
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Property / cites work: Optimal Dynamic XL Reinsurance / rank | |||
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Property / cites work: Likely path to extinction in simple branching models with large initial population / rank | |||
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Property / cites work: Stochastic control problems where small intervention costs have big effects / rank | |||
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Property / cites work: Optimal reinsurances / rank | |||
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Property / cites work: Q4230625 / rank | |||
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Latest revision as of 21:14, 4 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal non-proportional reinsurance control |
scientific article |
Statements
Optimal non-proportional reinsurance control (English)
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10 February 2012
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ruin probabilities
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XL-reinsurance
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controlled diffusions
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optimal investment control
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