Irreversible reinsurance a singular control approach

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Yan, Tingjin (VerfasserIn)
Weitere Verfasser:	Park, Kyunghyun (VerfasserIn), Wong, Hoi Ying (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2022
Schlagworte:	Dynamic reinsurance > Singular control > Skorokhod reflection > Mean-reverting risk exposure > Free boundary > Aufsatz in Zeitschrift
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