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Insurance 1 Investition 1 Investment 1 Reinsurance 1 Reinsurance and investment 1 Rückversicherung 1 Theorie 1 Theory 1 Versicherung 1 approximation methods 1 minimizing capital injections 1 value iteration 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Antonello, Michele 1 Cipani, Luca 1 Runggaldier, Wolfgang J. 1
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Scandinavian actuarial journal 1
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ECONIS (ZBW) 1
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Minimizing capital injections by investment and reinsurence for a piecewise deterministic reserve process model
Antonello, Michele; Cipani, Luca; Runggaldier, Wolfgang J. - In: Scandinavian actuarial journal (2018) 10, pp. 907-932
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