Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077)
From MaRDI portal
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
