Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model
type: Item
instance of: scholarly article
title: Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model
zbMATH Open document ID: 1258.93121
DOI: 10.1134/S000511791209007X
author: A. Yu. Golubin
author: V. N. Gridin
published in: Automation and Remote Control
publication date: 2013-03-22T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 6148370
zbMATH Keywords: strategies for insurance and reinsurance
zbMATH Keywords: controllable Cramér-Lundberg risk process
zbMATH Keywords: optimal control
zbMATH Keywords: stop-loss strategy
zbMATH Keywords: franchise
MaRDI profile type: Publication
cites work: Q3773148
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cites work: Optimization of risk bearing in a statistical model with reinsurance
cites work: Q3262608
description: scientific article; zbMATH DE number 6148370