Optimal premium pricing for a heterogeneous portfolio of insurance risks
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Publication:609676
DOI10.1155/2009/451856zbMath1200.91144OpenAlexW2171287258WikidataQ58648712 ScholiaQ58648712MaRDI QIDQ609676
Athanasios A. Pantelous, Nikolaos E. Frangos, Alexandros A. Zimbidis
Publication date: 1 December 2010
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/233203
Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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