//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Excess-of-loss reinsurance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"diffusion approximation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Excess-of-loss reinsurance
Diffusion approximation
23
diffusion approximation
19
Stochastic process
13
Stochastischer Prozess
13
Theorie
12
Theory
12
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Reinsurance
5
Risikomodell
5
Risk model
5
Ruin probability
4
Rückversicherung
4
Diffusion Approximation
3
Estimation theory
3
European option
3
Hawkes process
3
Martingale limit theorem
3
Portfolio selection
3
Portfolio-Management
3
Probability of ruin
3
Schätztheorie
3
Securities trading
3
Stochastic differential game
3
Wertpapierhandel
3
Black-Scholes formula
2
Brownian motion
2
Börsenkurs
2
Common shock model
2
Control theory
2
De Vylder approximation
2
Equilibrium selection
2
Fluid model
2
HJB equation
2
HJB equations
2
Halfin-Whitt regime
2
Heavy traffic
2
Incomplete market
2
Jump-diffusion risk process
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Bai, Lihua
2
Cai, Jun
2
Zhou, Ming
2
Published in...
All
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
2
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 664-670
martingale central limit theorem, we first derive a two-dimensional
diffusion
approximation
to the two-dimensional compound …
Persistent link: https://www.econbiz.de/10010719110
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->