Optimal investment and reinsurance strategy

DOI10.3103/S0027132213020022zbMath1273.91452MaRDI QIDQ355312

A. N. Gromov

Publication date: 24 July 2013

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Stochastic optimization models of actuarial mathematics

Cites Work

• Unnamed Item
• Stochastic optimal control. The discrete time case
• On minimizing the ruin probability by investment and reinsurance
• Optimal Dynamic XL Reinsurance
• Optimal investment for insurers

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