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On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance

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  • Schal, Manfred

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  • Schal, Manfred, 1998. "On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 75-91, May.
    • Handle: RePEc:eee:insuma:v:22:y:1998:i:1:p:75-91
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    References listed on IDEAS

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    1. Dickson, David C. M. & Waters, Howard R., 1996. "Reinsurance and ruin," Insurance: Mathematics and Economics, Elsevier, vol. 19(1), pages 61-80, December.
    2. Asmussen, Soren & Taksar, Michael, 1997. "Controlled diffusion models for optimal dividend pay-out," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 1-15, June.
    3. Deshmukh, Sudhakar D & Pliska, Stanley R, 1980. "Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty," Econometrica, Econometric Society, vol. 48(1), pages 177-200, January.
    4. Waters, Howard R., 1983. "Some mathematical aspects of reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 2(1), pages 17-26, January.
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