Optimal excess-of-loss reinsurance under borrowing constraints (Q3087415)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal excess-of-loss reinsurance under borrowing constraints |
scientific article |
Statements
Optimal excess-of-loss reinsurance under borrowing constraints (English)
0 references
16 August 2011
0 references
ruin probability
0 references
stochastic control
0 references
HJB equation
0 references
excess-of-loss-reinsurance
0 references
borrowing constraints
0 references