Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925)
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scientific article; zbMATH DE number 6195101
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| English | Optimal investment and proportional reinsurance in the Sparre Andersen model |
scientific article; zbMATH DE number 6195101 |
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Optimal investment and proportional reinsurance in the Sparre Andersen model (English)
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5 August 2013
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maximal adjustment coefficient
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optimal strategy
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Sparre Andersen model
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proportional reinsurance
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0.9261128
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0.9257896
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0.92546225
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0.9248184
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0.9241928
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0.91948354
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0.9168869
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0.9160933
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