Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:23, 5 March 2024
scientific article; zbMATH DE number 6993725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure |
scientific article; zbMATH DE number 6993725 |
Statements
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (English)
0 references
14 December 2018
0 references
proportional reinsurance
0 references
stochastic optimal control
0 references
probability of drawdown
0 references
thinning-dependence structure
0 references
