Worst-case-optimal dynamic reinsurance for large claims (Q2391938)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Worst-case-optimal dynamic reinsurance for large claims |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-case-optimal dynamic reinsurance for large claims |
scientific article |
Statements
Worst-case-optimal dynamic reinsurance for large claims (English)
0 references
5 August 2013
0 references
dynamic proportional reinsurance
0 references
reserve process
0 references
worst-case scenario approach
0 references
Cramér-Lundberg model
0 references
differential game
0 references
robust optimization
0 references
