On ruin probability minimization under excess reinsurance (Q926660)

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scientific article; zbMATH DE number 5277498
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English
On ruin probability minimization under excess reinsurance
scientific article; zbMATH DE number 5277498

    Statements

    On ruin probability minimization under excess reinsurance (English)
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    20 May 2008
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    Cramer-Lundberg risk model
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    Hamilton-Jacobi-Bellmann equation
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