Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk

DOI10.1134/S0005117917070086zbMath1373.93380MaRDI QIDQ1675836

Peng Zhang

Publication date: 3 November 2017

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

risk process; optimal reinsurance; total risk; utility functional

Mathematics Subject Classification ID

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