Optimisation in Non-Life Insurance (Q3424145)
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scientific article; zbMATH DE number 5127475
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimisation in Non-Life Insurance |
scientific article; zbMATH DE number 5127475 |
Statements
Optimisation in Non-Life Insurance (English)
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15 February 2007
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change of measure
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Cramér-Lundberg approximation
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dividends
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Hamilton-Jacobi-Bellman equation
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optimal control
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proportional reinsurance
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ruin probability
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small claims
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stochastic control
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subexponential distribution
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0.8310312628746033
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0.8216490149497986
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0.8073402643203735
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0.8042383790016174
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0.8009882569313049
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