Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854)
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scientific article; zbMATH DE number 1646322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Proportional Reinsurance Policies in a Dynamic Setting |
scientific article; zbMATH DE number 1646322 |
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Optimal Proportional Reinsurance Policies in a Dynamic Setting (English)
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16 September 2001
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stochastic optimal control
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ruin probability
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diffusion
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subexponential distribution
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