Optimal reinsurance design under solvency constraints (Q6127106): Difference between revisions

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Latest revision as of 21:17, 29 August 2024

scientific article; zbMATH DE number 7830031
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English
Optimal reinsurance design under solvency constraints
scientific article; zbMATH DE number 7830031

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    Optimal reinsurance design under solvency constraints (English)
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    10 April 2024
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    reinsurance
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    quadratic utility
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    terminal value constraints
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    martingale method
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    payoff function
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