Optimal non-proportional reinsurance control (Q661244)

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Optimal non-proportional reinsurance control
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    Statements

    title
    Optimal non-proportional reinsurance control (English)
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    author
    Christian Hipp
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    Michael I. Taksar
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    publication date
    10 February 2012
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    zbMATH Keywords
    ruin probabilities
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    XL-reinsurance
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    controlled diffusions
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    optimal investment control
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    Identifiers

    zbMATH DE Number
    6004755
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    OpenAlex ID
    W2087520527
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