Optimal insurance risk control with multiple reinsurers (Q289286): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / zbMATH DE Number: 6586992 / rank | |||
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variance premium principle | |||
Property / zbMATH Keywords: variance premium principle / rank | |||
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reinsurance strategy | |||
Property / zbMATH Keywords: reinsurance strategy / rank | |||
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multiple reinsurers | |||
Property / zbMATH Keywords: multiple reinsurers / rank | |||
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fixed costs | |||
Property / zbMATH Keywords: fixed costs / rank | |||
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taxes | |||
Property / zbMATH Keywords: taxes / rank | |||
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HJB equation | |||
Property / zbMATH Keywords: HJB equation / rank | |||
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Revision as of 19:24, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Optimal insurance risk control with multiple reinsurers |
scientific article |
Statements
Optimal insurance risk control with multiple reinsurers (English)
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30 May 2016
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variance premium principle
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reinsurance strategy
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multiple reinsurers
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fixed costs
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taxes
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HJB equation
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