Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach. In: Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma Book Chapters uri icon

book title

  • Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma

authors

  • ROMERA AYLLON, MARIA ROSARIO
  • RUNGGALDIER, WOLFGANG

publication date

  • January 2012

start page

  • 239

end page

  • 252

isbn

  • 978-0-8176-8336-8