An optimal reinsurance problem in the Cramér-Lundberg model
type: Item
instance of: scholarly article
title: An optimal reinsurance problem in the Cramér-Lundberg model
zbMATH Open document ID: 1377.93174
author: Arian Cani
author: Stefan Thonhauser
published in: Mathematical Methods of Operations Research
publication date: 2017-08-11T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93A30
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 6759766
zbMATH Keywords: Cramér-Lundberg model
zbMATH Keywords: reinsurance
zbMATH Keywords: stochastic control
MaRDI profile type: Publication
full work available at URL: s00186-016-0559-8
OpenAlex ID: W2521288705
Wikidata QID: Q59523198
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DOI: 10.1007/S00186-016-0559-8
description: scientific article; zbMATH DE number 6759766