Optimal reinsurance: minimize the expected time to reach a goal (Q4575374)
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scientific article; zbMATH DE number 6903563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance: minimize the expected time to reach a goal |
scientific article; zbMATH DE number 6903563 |
Statements
Optimal reinsurance: minimize the expected time to reach a goal (English)
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13 July 2018
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proportional reinsurance
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diffusion approximation model
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HJB equations
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cheap/non-cheap reinsurance
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stochastic control
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