Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance
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Publication:4903035
DOI10.1239/jap/1354716650zbMath1255.91185MaRDI QIDQ4903035
Rosario Romera, Wolfgang J. Runggaldier
Publication date: 19 January 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1354716650
93E20: Optimal stochastic control
60J28: Applications of continuous-time Markov processes on discrete state spaces
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