Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854): Difference between revisions

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+Martingales and insurance risk
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+Normal rank
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Empirical bounds for ruin probabilities
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+Aspects of risk theory
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+Optimal proportional reinsurance policies for diffusion models
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+Diffusion approximations in collective risk theory
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+Q4230625
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+Normal rank
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+Diffusion approximations for a risk process with the possibility of borrowing and investment
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+Corrected diffusion approximations in certain random walk problems
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+Some mathematical aspects of reinsurance
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