Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:25, 7 February 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