Insurance Mathematics and Economics · 2008 · 29 citations · 21 references
BusinessInsuranceRisk ManagementInsurance EconomicsOptimizationReinsuranceProportional ReinsuranceReinsurance OperationsSolvency RegulationControl-constrained Optimal ControlOptimal RetentionProportional Reinsurance RegulationProportional Reinsurance StructuresReinsurance Optimization Under UncertaintySolvency ConstraintsSolvency Protection
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Instantaneous Control of Brownian Motion
J. Michael Harrison, Michael Taksar · Mathematics of Operations Research · 1983 · 306 citations