Optimal insurance risk control with multiple reinsurers (Q289286)
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scientific article; zbMATH DE number 6586992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance risk control with multiple reinsurers |
scientific article; zbMATH DE number 6586992 |
Statements
Optimal insurance risk control with multiple reinsurers (English)
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30 May 2016
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variance premium principle
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reinsurance strategy
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multiple reinsurers
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fixed costs
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taxes
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HJB equation
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