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~subject:"Kontrolltheorie"
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Kontrolltheorie
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compound binomial riskmodel
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delayed claims
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Liang, Zhibin
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Yuen, Kam Chuen
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Bi, Junna
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Han, Xia
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Mathematical methods of operations research
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
2
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
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