Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Proportional Reinsurance Policies in a Dynamic Setting |
scientific article |
Statements
Optimal Proportional Reinsurance Policies in a Dynamic Setting (English)
0 references
16 September 2001
0 references
stochastic optimal control
0 references
ruin probability
0 references
diffusion
0 references
subexponential distribution
0 references
0 references
0 references
