✦ LIBER ✦

A Bayesian approach for optimal reinsurance and investment in a diffusion model

✍ Scribed by Xin Zhang,Robert J. Elliott,Tak Kuen Siu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Reinsurance and Investment for a

✍ Lin, Xiang; Li, Yanfang 📂 Article 📅 2011 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 248 KB

Optimal reinsurance–investment problem i

✍ Zhibin Liang; Kam Chuen Yuen; Ka Chun Cheung 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 704 KB

On optimal investment in a reinsurance c

✍ Enrico Edoli; Wolfgang J. Runggaldier 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 753 KB

Optimal control of excess-of-loss reinsu

✍ Ailing Gu; Xianping Guo; Zhongfei Li; Yan Zeng 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 653 KB

Optimal reinsurance and dividend for a d

✍ Ming Zhou; Kam C. Yuen 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 281 KB

Growth, convergence and public investmen

✍ León-González *, Roberto; Montolio, Daniel 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 140 KB