An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366)
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scientific article; zbMATH DE number 6759766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal reinsurance problem in the Cramér-Lundberg model |
scientific article; zbMATH DE number 6759766 |
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An optimal reinsurance problem in the Cramér-Lundberg model (English)
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11 August 2017
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Cramér-Lundberg model
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reinsurance
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stochastic control
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