Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1567486 |
Changed an Item |
||
| Property / author | |||
| Property / author: Y. Yuan / rank | |||
Normal rank | |||
Revision as of 20:32, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal per-loss reinsurance and investment to minimize the probability of drawdown |
scientific article |
Statements
Optimal per-loss reinsurance and investment to minimize the probability of drawdown (English)
0 references
23 September 2022
0 references
probability of drawdown
0 references
common shock dependence
0 references
per-loss reinsurance
0 references
investment
0 references
stochastic optimal control
0 references
