Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203)

From MaRDI portal
Revision as of 03:58, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance
scientific article

    Statements

    Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (English)
    0 references
    0 references
    0 references
    21 June 2018
    0 references
    probability of ruin
    0 references
    optimal investment
    0 references
    optimal reinsurance
    0 references
    transaction costs
    0 references
    stochastic control
    0 references

    Identifiers