scientific article; zbMATH DE number 2169140
From MaRDI portal
Publication:4675306
zbMATH Open1125.91365MaRDI QIDQ4675306FDOQ4675306
Authors: O. V. Gorobets'
Publication date: 20 May 2005
Title of this publication is not available (Why is that?)
Recommendations
- Optimal Proportional Reinsurance and Ruin Probability
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy
- scientific article; zbMATH DE number 1984194
- Estimation of ruin probability of risk process with reinsurance
- Estimate of the ruin probability of a risk process with reinsurance
- Reinsurances and finite time ruin probabilities
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model
- Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions
- scientific article; zbMATH DE number 6613074
- On the optimality of proportional reinsurance
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4675306)