Approximation of optimal reinsurance and dividend payout policies
Year of publication: |
2004
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Authors: | Bäuerle, Nicole |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 1, p. 99-113
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Subject: | Versicherung | Insurance | Börsenkurs | Share price | Rückversicherung | Reinsurance | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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