Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model |
scientific article |
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Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (English)
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17 June 2019
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dynamic reinsurance
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optimal stochastic control
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Gerber-Shiu functions
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policy iteration
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Cramér-Lundberg model
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