Risky investment for insurers and sufficiency theorems for the survival probability (Q2940159)
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scientific article; zbMATH DE number 6390870
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| English | Risky investment for insurers and sufficiency theorems for the survival probability |
scientific article; zbMATH DE number 6390870 |
Statements
26 January 2015
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stochastic control
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classical risk process
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risk process with stochastic premiums
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sufficiency theorem
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ruin probability
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investment constraints
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0.8334321975708008
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0.8302286267280579
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0.8270975947380066
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0.8269027471542358
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0.81511390209198
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