Upper bound for ruin probabilities under optimal investment and proportional reinsurance (English)
- New search for: Liang, Zhibin
- New search for: Guo, Junyi
- New search for: Liang, Zhibin
- New search for: Guo, Junyi
In:
Applied Stochastic Models in Business and Industry
;
24
, 2
;
109-128
;
2008
- Article (Journal) / Electronic Resource
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Title:Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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Contributors:Liang, Zhibin ( author ) / Guo, Junyi ( author )
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Published in:Applied Stochastic Models in Business and Industry ; 24, 2 ; 109-128
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Publisher:
- New search for: John Wiley & Sons, Ltd.
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Publication date:2008-03-01
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Size:20 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 24, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 93
-
Exercising flexible load contracts: Two simple strategiesBjerksund, Petter / Myksvoll, Bjarte / Stensland, Gunnar et al. | 2008
- 109
-
Upper bound for ruin probabilities under optimal investment and proportional reinsuranceLiang, Zhibin / Guo, Junyi et al. | 2008
- 129
-
The speed of adjustment of financial ratios: A hierarchical Bayesian approach using mixturesGargallo, Pilar / Salvador, Manuel / Gallizo, José Luis et al. | 2008
- 159
-
Modelling a general standby system and evaluation of its performanceCha, Ji Hwan / Mi, Jie / Yun, Won Young et al. | 2008
- 171
-
Consistency of kernel‐based quantile regressionChristmann, Andreas / Steinwart, Ingo et al. | 2008