Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal control of capital injections by reinsurance in a diffusion approximation |
scientific article; zbMATH DE number 5664399
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control of capital injections by reinsurance in a diffusion approximation |
scientific article; zbMATH DE number 5664399 |
Statements
Optimal control of capital injections by reinsurance in a diffusion approximation (English)
0 references
29 January 2010
0 references
Brownian motion
0 references
reflected diffusion process
0 references
proportional reinsurance
0 references
excess of loss
0 references
0.9480456113815308
0 references
0.9114494323730468
0 references
0.8807836174964905
0 references
0.8581172227859497
0 references
