The optimum dynamic policy of reinsurance for an insurance company operating on a B,S-market
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Publication:3607759
zbMATH Open1164.62426MaRDI QIDQ3607759FDOQ3607759
Authors: A. I. Smolyakov, E. V. Stepanov 
Publication date: 28 February 2009
Recommendations
- Optimal dynamic reinsurance policies for large insurance portfolios
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- On reinsurance and investment for large insurance portfolios
- Optimal non-proportional reinsurance control
- Optimal proportional reinsurance and investment with minimizing ruin probability
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of optimal control and differential games (49N90)
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