Optimal reinsurance with a rescuing procedure (Q659241)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6004704
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal reinsurance with a rescuing procedure |
scientific article; zbMATH DE number 6004704 |
Statements
Optimal reinsurance with a rescuing procedure (English)
0 references
10 February 2012
0 references
stochastic control
0 references
stochastic differential equations
0 references
controlled stochastic processes
0 references
proportional reinsurance
0 references
minimize expected time
0 references
rescuing procedure
0 references
bailout
0 references
0.8080662488937378
0 references
0.8077344298362732
0 references
0.8052689433097839
0 references
0.8033764362335205
0 references
0.7998219132423401
0 references
