Optimal non-proportional reinsurance control (Q661244)
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scientific article; zbMATH DE number 6004755
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal non-proportional reinsurance control |
scientific article; zbMATH DE number 6004755 |
Statements
Optimal non-proportional reinsurance control (English)
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10 February 2012
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ruin probabilities
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XL-reinsurance
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controlled diffusions
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optimal investment control
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0.901642382144928
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0.9012075662612916
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0.8894675374031067
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0.8808786273002625
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0.8767421245574951
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