Reinsurance optimal strategy of a loss excess

DOI10.3103/S0027132211040036zbMath1304.91107MaRDI QIDQ2513221

A. N. Gromov

Publication date: 2 February 2015

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Cites Work

• Stochastic optimal control. The discrete time case
• On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
• Optimal Proportional Reinsurance Policies in a Dynamic Setting
• Optimal Dynamic XL Reinsurance

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