Optimal insurance risk control with multiple reinsurers (Q289286)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal insurance risk control with multiple reinsurers |
scientific article; zbMATH DE number 6586992
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal insurance risk control with multiple reinsurers |
scientific article; zbMATH DE number 6586992 |
Statements
Optimal insurance risk control with multiple reinsurers (English)
0 references
30 May 2016
0 references
variance premium principle
0 references
reinsurance strategy
0 references
multiple reinsurers
0 references
fixed costs
0 references
taxes
0 references
HJB equation
0 references
0 references
0 references
0 references
0.8976653218269348
0 references
0.8740327954292297
0 references
0.8548755645751953
0 references
0.8517792820930481
0 references
0.849797248840332
0 references
