The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance

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Publication:995512

DOI10.1016/j.insmatheco.2006.04.009zbMath1141.91467OpenAlexW2073339477MaRDI QIDQ995512

Christine Loft Hunderup, Michael I. Taksar

Publication date: 3 September 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.04.009



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