Irreversible reinsurance: a singular control approach (Q2682993): Difference between revisions
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Revision as of 11:56, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irreversible reinsurance: a singular control approach |
scientific article |
Statements
Irreversible reinsurance: a singular control approach (English)
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1 February 2023
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dynamic reinsurance
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singular control
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Skorokhod reflection
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mean-reverting risk exposure
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free boundary
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