Optimal Proportional Reinsurance and Ruin Probability (Q5423134)
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scientific article; zbMATH DE number 5206800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Proportional Reinsurance and Ruin Probability |
scientific article; zbMATH DE number 5206800 |
Statements
Optimal Proportional Reinsurance and Ruin Probability (English)
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31 October 2007
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Adjustment coefficient
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diffusion approximation
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jump-diffusion
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proportional reinsurance
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ruin probability
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