On minimizing the ruin probability by investment and reinsurance

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Standard

On minimizing the ruin probability by investment and reinsurance. / Schmidli, Hanspeter.

I: Annals of Applied Probability, Bind 12, Nr. 3, 2002, s. 890-907.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Schmidli, H 2002, 'On minimizing the ruin probability by investment and reinsurance', Annals of Applied Probability, bind 12, nr. 3, s. 890-907.

APA

Schmidli, H. (2002). On minimizing the ruin probability by investment and reinsurance. Annals of Applied Probability, 12(3), 890-907.

Vancouver

Schmidli H. On minimizing the ruin probability by investment and reinsurance. Annals of Applied Probability. 2002;12(3):890-907.

Author

Schmidli, Hanspeter. / On minimizing the ruin probability by investment and reinsurance. I: Annals of Applied Probability. 2002 ; Bind 12, Nr. 3. s. 890-907.

Bibtex

@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",

}

RIS

TY - JOUR

T1 - On minimizing the ruin probability by investment and reinsurance

AU - Schmidli, Hanspeter

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 12

SP - 890

EP - 907

JO - Annals of Applied Probability

JF - Annals of Applied Probability

SN - 1050-5164

IS - 3

ER -

ID: 79150