An optimal reinsurance problem in the Cramér-Lundberg model
Arian Cani, Stefan Thonhauser
| Year of publication: |
April 2017
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|---|---|
| Authors: | Cani, Arian ; Thonhauser, Stefan |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 85.2017, 2, p. 179-205
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| Subject: | Cramér-Lundberg model | Reinsurance | Stochastic control | Rückversicherung | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-016-0559-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714415