Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model

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Publication:4562056


DOI10.1080/03461238.2018.1471001zbMath1418.91227OpenAlexW2803750500MaRDI QIDQ4562056

Luca Cipani, Wolfgang J. Runggaldier, Michele Antonello

Publication date: 14 December 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2018.1471001





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