Minimizing capital injections by investment and reinsurence for a piecewise deterministic reserve process model
Year of publication: |
August-December 2018
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Authors: | Antonello, Michele ; Cipani, Luca ; Runggaldier, Wolfgang J. |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 10, p. 907-932
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Subject: | Reinsurance and investment | minimizing capital injections | value iteration | approximation methods | Theorie | Theory | Rückversicherung | Reinsurance | Investition | Investment |
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