CDF formulation for solving an optimal reinsurance problem (Q4575473)
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scientific article; zbMATH DE number 6903667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDF formulation for solving an optimal reinsurance problem |
scientific article; zbMATH DE number 6903667 |
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CDF formulation for solving an optimal reinsurance problem (English)
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13 July 2018
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CDF formulation
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Lagrangian dual method
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optimal reinsurance
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survival probability maximization
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background risk
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generalized Wang's premium principle
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