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Optimal Dynamic XL Reinsurance - MaRDI portal

Optimal Dynamic XL Reinsurance (Q4661680)

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scientific article; zbMATH DE number 2149141
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English
Optimal Dynamic XL Reinsurance
scientific article; zbMATH DE number 2149141

    Statements

    title
    Optimal Dynamic XL Reinsurance (English)
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    author
    Christian Hipp
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    Michael Vogt
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    publication date
    30 March 2005
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    zbMATH Keywords
    stochastic control
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    ruin probability
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    XL reinsurance
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    Identifiers

    zbMATH DE Number
    2149141
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    OpenAlex ID
    W3176802745
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