Optimal reinsurance and investment with unobservable claim size and intensity (Q743155)
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scientific article; zbMATH DE number 6347056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment with unobservable claim size and intensity |
scientific article; zbMATH DE number 6347056 |
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Optimal reinsurance and investment with unobservable claim size and intensity (English)
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22 September 2014
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Markov-modulated compound Poisson process
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proportional reinsurance
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optimal investment
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