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Optimisation in Non-Life Insurance - MaRDI portal

Optimisation in Non-Life Insurance (Q3424145)

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Optimisation in Non-Life Insurance
scientific article

    Statements

    title
    Optimisation in Non-Life Insurance (English)
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    author
    Hanspeter Schmidli
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    publication date
    15 February 2007
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    zbMATH Keywords
    change of measure
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    Cramér-Lundberg approximation
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    dividends
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    Hamilton-Jacobi-Bellman equation
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    optimal control
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    proportional reinsurance
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    ruin probability
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    small claims
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    stochastic control
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    subexponential distribution
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91B30
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    60G99
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    49L20
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    zbMATH DE Number
    5127475
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    OpenAlex ID
    W2080609339
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