Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance |
scientific article |
Statements
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (English)
0 references
21 June 2018
0 references
probability of ruin
0 references
optimal investment
0 references
optimal reinsurance
0 references
transaction costs
0 references
stochastic control
0 references
0 references
0 references
0 references