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Optimal Investment for an Insurer to Minimize Its Probability of Ruin - MaRDI portal

Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959)

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scientific article; zbMATH DE number 2243776
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Optimal Investment for an Insurer to Minimize Its Probability of Ruin
scientific article; zbMATH DE number 2243776

    Statements

    title
    Optimal Investment for an Insurer to Minimize Its Probability of Ruin (English)
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    author
    Chi Sang Liu
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    Hailiang Yang
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    publication date
    6 January 2006
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H10
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    91B28
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    91B30
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    zbMATH DE Number
    2243776
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    OpenAlex ID
    W1979653978
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