Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127861776, #quickstatements; #temporary_batch_1722266931810 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127861776 / rank | |||
Normal rank | |||
Latest revision as of 16:35, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance to minimize the discounted probability of ruin under ambiguity |
scientific article |
Statements
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (English)
0 references
17 June 2019
0 references
reinsurance
0 references
ruin probability
0 references
ambiguity
0 references
mean-variance premium principle
0 references
robust optimization
0 references
diffusion approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
