Optimal risk control for the excess of loss reinsurance policies (Q3569710)
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scientific article; zbMATH DE number 5723974
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| English | Optimal risk control for the excess of loss reinsurance policies |
scientific article; zbMATH DE number 5723974 |
Statements
Optimal Risk Control for The Excess of Loss Reinsurance Policies (English)
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21 June 2010
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excess of loss
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minimal probability of ruin
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stochastic control
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investments
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Hamilton-Jacobi-Bellman equation
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0.8675182461738586
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0.8577651381492615
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0.8505834937095642
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0.8199840784072876
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0.8172803521156311
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