Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617)
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scientific article; zbMATH DE number 5697257
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| English | Upper bound for ruin probabilities under optimal investment and proportional reinsurance |
scientific article; zbMATH DE number 5697257 |
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Upper bound for ruin probabilities under optimal investment and proportional reinsurance (English)
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22 April 2010
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upper bound
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ruin probabilities
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optimal investment
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proportional reinsurance
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adjustment coefficient
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0.8682600855827332
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0.8602096438407898
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0.847443699836731
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