RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS |
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RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (English)
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26 May 2010
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ruin probability
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proportional reinsurance
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optimal investment policy
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Lundberg's equality
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Hamilton-Jacobi-Bellman equation
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