Minimization of ruin probability with joint strategies of investment and reinsurance (Q6115032)
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scientific article; zbMATH DE number 7711325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimization of ruin probability with joint strategies of investment and reinsurance |
scientific article; zbMATH DE number 7711325 |
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Minimization of ruin probability with joint strategies of investment and reinsurance (English)
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12 July 2023
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risk process
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ruin probability
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excess-of-loss reinsurance
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stochastic control
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Hamilton-Jacobi-Bellman (HJB) equation
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