Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056)
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scientific article; zbMATH DE number 6993727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model |
scientific article; zbMATH DE number 6993727 |
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Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (English)
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14 December 2018
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reinsurance and investment
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minimizing capital injections
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value iteration
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approximation methods
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