Minimisation of penalty payments by investments and reinsurance
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Publication:303741
DOI10.1007/s13385-016-0128-9zbMath1415.91166OpenAlexW2300049624MaRDI QIDQ303741
Publication date: 22 August 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-016-0128-9
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Cites Work
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