Optimal reinsurance with a rescuing procedure (Q659241)
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scientific article; zbMATH DE number 6004704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with a rescuing procedure |
scientific article; zbMATH DE number 6004704 |
Statements
Optimal reinsurance with a rescuing procedure (English)
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10 February 2012
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stochastic control
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stochastic differential equations
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controlled stochastic processes
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proportional reinsurance
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minimize expected time
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rescuing procedure
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bailout
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