Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimizing the probability of ruin: optimal per-loss reinsurance |
scientific article; zbMATH DE number 6958599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of ruin: optimal per-loss reinsurance |
scientific article; zbMATH DE number 6958599 |
Statements
Minimizing the probability of ruin: optimal per-loss reinsurance (English)
0 references
19 October 2018
0 references
probability of ruin
0 references
optimal reinsurance
0 references
stochastic control
0 references
compound Poisson
0 references
diffusion approximation
0 references
0 references
