On minimizing the ruin probability by investment and reinsurance

Hanspeter Schmidli

215 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Annals of Applied Probability
Vol/bind	12
Udgave nummer	3
Sider (fra-til)	890-907
ISSN	1050-5164
Status	Udgivet - 2002

Citationsformater

@article{a0ee70a074c211dbbee902004c4f4f50,

title = "On minimizing the ruin probability by investment and reinsurance",

author = "Hanspeter Schmidli",

year = "2002",

language = "English",

volume = "12",

pages = "890--907",

journal = "Annals of Applied Probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

number = "3",

}