Risk theory insight into a zone-adaptive control strategy
type: Item
instance of: scholarly article
title: Risk theory insight into a zone-adaptive control strategy
zbMATH Open document ID: 1152.91595
author: Vsevolod K. Malinovskii
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5499591
zbMATH Keywords: multiperiodic insurance process
zbMATH Keywords: equity
zbMATH Keywords: solvency
zbMATH Keywords: adaptive control
zbMATH Keywords: classical risk model
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.07.003
OpenAlex ID: W1979601762
cites work: Q3661894
cites work: Approximations for the probability of ruin within finite time
cites work: Q5609896
cites work: Q4326426
cites work: Q4198414
cites work: Q3671491
cites work: Adaptive control strategies and dependence of finite time ruin on the premium loading
cites work: Q5583504
cites work: Estimation of ruin probabilities
cites work: Q4856171
cites work: Q3844537
DOI: 10.1016/J.INSMATHECO.2007.07.003
description: scientific article; zbMATH DE number 5499591