Optimal proportional reinsurance and investment with minimizing ruin probability (Q2860113)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6230481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal proportional reinsurance and investment with minimizing ruin probability |
scientific article; zbMATH DE number 6230481 |
Statements
19 November 2013
0 references
Hamilton-Jacobi-Bellman equation
0 references
ruin probability
0 references
value function
0 references
transaction costs
0 references
Optimal proportional reinsurance and investment with minimizing ruin probability (English)
0 references
0.9356845021247864
0 references
0.932726800441742
0 references
0.9154129028320312
0 references
0.8968936800956726
0 references
