Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035)
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scientific article; zbMATH DE number 6127037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance |
scientific article; zbMATH DE number 6127037 |
Statements
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (English)
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19 January 2013
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risk process
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semi-Markov process
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optimal reinsurance and investment
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lundberg-type bound
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