On ruin probability minimization under excess reinsurance (Q926660)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ruin probability minimization under excess reinsurance |
scientific article |
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On ruin probability minimization under excess reinsurance (English)
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20 May 2008
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Cramer-Lundberg risk model
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Hamilton-Jacobi-Bellmann equation
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