Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587)
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scientific article; zbMATH DE number 5664399
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| English | Optimal control of capital injections by reinsurance in a diffusion approximation |
scientific article; zbMATH DE number 5664399 |
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Optimal control of capital injections by reinsurance in a diffusion approximation (English)
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29 January 2010
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Brownian motion
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reflected diffusion process
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proportional reinsurance
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excess of loss
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0.9480456113815308
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0.9114494323730468
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0.8807836174964905
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0.8581172227859497
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