Traditional versus non-traditional reinsurance in a dynamic setting (Q5467665)
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scientific article; zbMATH DE number 5026190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Traditional versus non-traditional reinsurance in a dynamic setting |
scientific article; zbMATH DE number 5026190 |
Statements
Traditional versus non-traditional reinsurance in a dynamic setting (English)
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24 May 2006
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optimal control
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Hamilton-Jacobi-Bellman equation
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Cramér-Lundberg risk model
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diffusion approximation
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proportional reinsurance
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catastrophe bonds
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0.7849181890487671
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0.7776780724525452
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0.7653627395629883
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0.7622469663619995
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0.7601309418678284
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