The optimum dynamic policy of reinsurance for an insurance company operating on a B,S-market

MaRDI QIDQ3607759zbMATH OpenFDO

Authors A. I. Smolyakov, E. V. Stepanov

Publication date 28 February 2009

zbMATH Keywords

probability of ruinoptimum policy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of optimal control and differential games (49N90)

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