Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L25
@@ Property / Mathematics Subject Classification ID: 49L25 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5911489
@@ Property / zbMATH DE Number: 5911489 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+expected utility
@@ Property / zbMATH Keywords: expected utility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diffusion approximation
@@ Property / zbMATH Keywords: diffusion approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+compound Poisson process
@@ Property / zbMATH Keywords: compound Poisson process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-Bellman equation
@@ Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quota-share reinsurance
@@ Property / zbMATH Keywords: quota-share reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+excess of loss reinsurance
@@ Property / zbMATH Keywords: excess of loss reinsurance / rank @@
+Normal rank

Revision as of 11:20, 1 July 2023