Optimal investment and reinsurance for risk models (Q4902107)
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 and reinsurance for risk models |
scientific article; zbMATH DE number 6130481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment and reinsurance for risk models |
scientific article; zbMATH DE number 6130481 |
Statements
24 January 2013
0 references
jump-diffusion risk model
0 references
stochastic premium
0 references
stochastic interest
0 references
0.9391902685165404
0 references
0.9363675713539124
0 references
0.8963306546211243
0 references
0.8946352601051331
0 references
