Optimal Proportional Reinsurance Policies in a Dynamic Setting
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Publication:2739854
DOI10.1080/034612301750077338zbMath0971.91039OpenAlexW2171757380MaRDI QIDQ2739854
Publication date: 16 September 2001
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/034612301750077338
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Cites Work
- Unnamed Item
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Aspects of risk theory
- Empirical bounds for ruin probabilities
- Some mathematical aspects of reinsurance
- Martingales and insurance risk
- Corrected diffusion approximations in certain random walk problems
- Optimal proportional reinsurance policies for diffusion models
- Diffusion approximations for a risk process with the possibility of borrowing and investment
- Diffusion approximations in collective risk theory
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