Ruin probability and optimal investment and excess of loss reinsurance policy (Q4921294)
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scientific article; zbMATH DE number 6165466
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| English | Ruin probability and optimal investment and excess of loss reinsurance policy |
scientific article; zbMATH DE number 6165466 |
Statements
24 May 2013
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jump diffusion process
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diffusion approximation
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investment
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excess of loss reinsurance
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ruin probability
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Hamilton-Jacobi-Bellman equation
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martingale
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0.8844702243804932
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0.8804658651351929
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0.8721935153007507
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0.8673649430274963
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0.8671814203262329
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