Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q6352045)
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scientific article; zbMATH DE number 7590606
Language | Label | Description | Also known as |
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English | Optimal per-loss reinsurance and investment to minimize the probability of drawdown |
scientific article; zbMATH DE number 7590606 |
Statements
23 October 2020
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math.OC
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q-fin.PM
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