Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:59, 8 February 2024
scientific article; zbMATH DE number 6127037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance |
scientific article; zbMATH DE number 6127037 |
Statements
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (English)
0 references
19 January 2013
0 references
risk process
0 references
semi-Markov process
0 references
optimal reinsurance and investment
0 references
lundberg-type bound
0 references
