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Optimal Proportional Reinsurance and Ruin Probability - MaRDI portal

Optimal Proportional Reinsurance and Ruin Probability (Q5423134)

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scientific article; zbMATH DE number 5206800
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English
Optimal Proportional Reinsurance and Ruin Probability
scientific article; zbMATH DE number 5206800

    Statements

    title
    Optimal Proportional Reinsurance and Ruin Probability (English)
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    author
    Zhibin Liang
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    Jun-Yi Guo
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    publication date
    31 October 2007
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    zbMATH Keywords
    Adjustment coefficient
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    diffusion approximation
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    jump-diffusion
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    proportional reinsurance
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    ruin probability
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    Identifiers

    Mathematics Subject Classification ID
    60K10
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    60K05
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    91B30
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    zbMATH DE Number
    5206800
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    OpenAlex ID
    W2078772609
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