Optimal control of the surplus in an insurance policy
From MaRDI portal
Publication:2511738
DOI10.1016/j.jkss.2009.09.002zbMath1294.91078MaRDI QIDQ2511738
Publication date: 6 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2009.09.002
60J25: Continuous-time Markov processes on general state spaces
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Cites Work
- When does the surplus reach a given target?
- An optimization of a continuous time risk process
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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