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Optimal control of capital injections by reinsurance in a diffusion approximation · Study

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ArticleOptimal control of capital injections by reinsurance in a diffusion approximation

Julia Eisenberg2009

Article2009

Optimal control of capital injections by reinsurance in a diffusion approximation

Julia Eisenberg · Hanspeter Schmidli

30 citations·0/0 files stored·Blätter der DGVFM

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Probability and Risk Models Insurance and Financial Risk Management Stochastic processes and financial applications

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References

1979An introduction to mathematical risk theory 1991Aspects of Risk Theory 2001Stochastic Processes for Insurance and Finance 1999Stochastic Processes for Insurance & Finance 1999Stochastic Processes for Insurance and Finance 2000Ruin Probabilities 2001Optimal Proportional Reinsurance Policies in a Dynamic Setting 2007Stochastic Control in Insurance

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Year2009

Typearticle

Published2009-02-27

VenueBlätter der DGVFM

ISSN-L0012-0200

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Citations30

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/s11857-009-0066-6

openalex_workW2016340742

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