Optimal reinsurance with a rescuing procedure
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Cited by:
- Taksar, Michael & Zeng, Xudong, 2011. "Optimal non-proportional reinsurance control and stochastic differential games," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 64-71, January.
- Zeng, Xudong & Luo, Shangzhen, 2013. "Stochastic Pareto-optimal reinsurance policies," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 671-677.
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Keywords
Stochastic control Stochastic differential equations Controlled stochastic processes Proportional reinsurance Minimize expected time Rescuing procedure Bailout;Statistics
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