Optimal investment-dividend policy of an insurance firm under regulation (Q3668697)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment-dividend policy of an insurance firm under regulation |
scientific article; zbMATH DE number 3822976
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment-dividend policy of an insurance firm under regulation |
scientific article; zbMATH DE number 3822976 |
Statements
Optimal investment-dividend policy of an insurance firm under regulation (English)
0 references
1983
0 references
optimal investment-dividend policy
0 references
regulation
0 references
compound Poisson process
0 references
diffusion approximation
0 references
general claim size distribution
0 references
extension of Cramer-model of ruin probability
0 references
linear second order ordinary differential equation
0 references
