On absolute ruin minimization under a diffusion approximation model (Q2276211)
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scientific article; zbMATH DE number 5934632
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| English | On absolute ruin minimization under a diffusion approximation model |
scientific article; zbMATH DE number 5934632 |
Statements
On absolute ruin minimization under a diffusion approximation model (English)
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1 August 2011
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absolute ruin probability
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HJB equation
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dynamic investment control
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diffusion approximation
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proportional reinsurance
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0.9456737041473388
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0.933162808418274
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0.8619562387466431
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0.8571364879608154
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0.854735255241394
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