Optimal reinsurance with a rescuing procedure (Q659241)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with a rescuing procedure |
scientific article |
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
