On minimizing the ruin probability by investment and reinsurance
Research output: Contribution to journal › Journal article › Research › peer-review
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On minimizing the ruin probability by investment and reinsurance. / Schmidli, Hanspeter.
In: Annals of Applied Probability, Vol. 12, No. 3, 2002, p. 890-907.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Schmidli, H 2002, 'On minimizing the ruin probability by investment and reinsurance', Annals of Applied Probability, vol. 12, no. 3, pp. 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
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