On ruin probability minimization under excess reinsurance
type: Item
instance of: scholarly article
title: On ruin probability minimization under excess reinsurance
zbMATH Open document ID: 1142.93039
DOI: 10.1134/S0005117907060100
author: Yu. G. Grigor'ev
author: Dinh Le Son
published in: Automation and Remote Control
publication date: 2008-05-20T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 5277498
zbMATH Keywords: Cramer-Lundberg risk model
zbMATH Keywords: Hamilton-Jacobi-Bellmann equation
MaRDI profile type: Publication
cites work: Stochastic control for optimal new business
cites work: Optimal Proportional Reinsurance Policies in a Dynamic Setting
cites work: On minimizing the ruin probability by investment and reinsurance
cites work: Q3607219
cites work: Asymptotics of ruin probabilities for controlled risk processes in the small claims case
cites work: Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case
cites work: Some mathematical aspects of reinsurance
full work available at URL: s0005117907060100
OpenAlex ID: W1965172313
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description: scientific article; zbMATH DE number 5277498