Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203)
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scientific article; zbMATH DE number 6892621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance |
scientific article; zbMATH DE number 6892621 |
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Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (English)
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21 June 2018
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probability of ruin
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optimal investment
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optimal reinsurance
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transaction costs
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stochastic control
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