Optimal investment and proportional reinsurance in the Sparre Andersen model.

Zhibin Liang Junyi Guo

Published in: J. Syst. Sci. Complex. (2012)

Keyphrases

mathematical model
computational model
statistical model
management system
case study
formal model
probabilistic model
optimal solution
objective function
lower bound
experimental data
hierarchical structure
closed form
conceptual model
neural network model
data sets
prediction model