Optimal proportional reinsurance policy based on regulations (Q3052243)
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scientific article; zbMATH DE number 5812027
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| English | Optimal proportional reinsurance policy based on regulations |
scientific article; zbMATH DE number 5812027 |
Statements
5 November 2010
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surplus process
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ruin probability
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proportional reinsurance
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Hamilton-Jacobi-Bellman equation
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0.8484009504318237
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0.8266885280609131
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0.8248713612556458
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0.8238174915313721
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0.8177180290222168
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