Advanced Search

Enter the criteria below to perform an advanced search. Entering more criteria narrows your search; entering less criteria broadens your search. To browse SOA content, visit Browse by Topic or Publication Browse.

Find results with ALL of the words:

Find results with the EXACT phrase:

Find results WITHOUT the words:

Find results by Date:

From To

Find results for a specific AUTHOR:

Enter at least 2 characters of the author's last name.

{{ results.start }} - {{ results.end }} of {{ results.hits }} Authors Found prev | next

	Author
Search	{{ authorName }}

1 - 1 of 1 results (0.23 seconds)

Sort By:

Optimal Investment Policies and Optimal Reinsurance for an Insurer

Optimal Investment Policies and Optimal Reinsurance for an Insurer This abstract is for a paper on an insurance company using diffusion approximation to find the optimal dynamic reinsurance ...
View Description

Description: This abstract is for a paper on an insurance company using diffusion approximation to find the optimal dynamic reinsurance retention together with the optimal dynamic investment strategy, to maximize the expected exponential utility at a fixed terminal time or to minimize the ruin probability.
Hide
- Authors: Jun Cai, Shujin Wu
- Date: Nov 2008

Per Page:

Date

Content Type

Author

File Type

Site

Advanced Search

Optimal Investment Policies and Optimal Reinsurance for an Insurer