No label defined (Q3607219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
28 February 2009
0 references
ruin probability
0 references
heavy tail
0 references
excess of loss reinsurance
0 references
optimal stochastic control
0 references
Cramér-Lundberg approximation
0 references
adjustment coefficient
0 references
Hamilton-Jacobi-Bellman equation
0 references
