Optimal insurance risk control with multiple reinsurers (Q289286)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal insurance risk control with multiple reinsurers |
scientific article |
Statements
Optimal insurance risk control with multiple reinsurers (English)
0 references
30 May 2016
0 references
variance premium principle
0 references
reinsurance strategy
0 references
multiple reinsurers
0 references
fixed costs
0 references
taxes
0 references
HJB equation
0 references