SCOPUS 정보 검색 플랫폼

Volumn 26, Issue 2-3, 2000, Pages 185-192

Stochastic control for optimal new business

Author keywords

New business; Ruin probability; Stochastic control

Indexed keywords

EID: 0034621126 PISSN: 01676687 EISSN: None Source Type: Journal
DOI: 10.1016/S0167-6687(99)00052-9 Document Type: Article

Times cited : (34)

References (5)

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- (1997) Insurance: Mathematics and Economics , vol.20 , pp. 1-15
- Asmussen, S.¹ Taksar, M.²

2
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- Operations research in insurance: A review
- Brockett, P., Xia, X., 1995. Operations research in insurance: a review. Transactions of the Society of Actuaries XLVII, 7-80.
- (1995) Transactions of the Society of Actuaries XLVII , pp. 7-80
- Brockett, P.¹ Xia, X.²

3
- 85023913951
- Optimal proportional reinsurance policies for diffusion models
- Hoejgaard, B., Taksar, M., 1998. Optimal proportional reinsurance policies for diffusion models. Scandinavian Actuarial Journal 81, 166-180.
- (1998) Scandinavian Actuarial Journal , vol.81 , pp. 166-180
- Hoejgaard, B.¹ Taksar, M.²

4
- 0033447426
- Controlling risk exposure and dividents payout schemes: Insurance company example
- Hoejgaard, B., Taksar, M., 1999. Controlling risk exposure and dividents payout schemes: insurance company example. Mathematical Finance, 9, 153-182.
- (1999) Mathematical Finance , vol.9 , pp. 153-182
- Hoejgaard, B.¹ Taksar, M.²

5
- 0002282668
- Lectures on the use of control theory in insurance
- Martin-Löf, A., 1994. Lectures on the use of control theory in insurance. Scandinavian Actuarial Journal 77, 1-25.
- (1994) Scandinavian Actuarial Journal , vol.77 , pp. 1-25
- Martin-Löf, A.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.