Ruin probabilities in a finite-horizon risk model with investment and reinsurance (Q4903035)
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scientific article; zbMATH DE number 6127037
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| English | Ruin probabilities in a finite-horizon risk model with investment and reinsurance |
scientific article; zbMATH DE number 6127037 |
Statements
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (English)
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19 January 2013
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risk process
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semi-Markov process
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optimal reinsurance and investment
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lundberg-type bound
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0.9112765192985536
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0.8495525121688843
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0.8394066691398621
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0.8322632908821106
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0.8317813873291016
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