Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617): Difference between revisions
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Property / cites work: Optimal Investment for an Insurer to Minimize Its Probability of Ruin / rank | |||
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Property / cites work: Optimal Dividends / rank | |||
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Property / cites work: Excess of loss reinsurance limits / rank | |||
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Property / cites work: Aspects of risk theory / rank | |||
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Property / cites work: Simple approximations of ruin probabilities / rank | |||
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Revision as of 16:59, 2 July 2024
scientific article
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English | Upper bound for ruin probabilities under optimal investment and proportional reinsurance |
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Upper bound for ruin probabilities under optimal investment and proportional reinsurance (English)
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22 April 2010
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upper bound
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ruin probabilities
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optimal investment
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proportional reinsurance
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adjustment coefficient
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