Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q6352045)

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scientific article; zbMATH DE number 7590606
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Optimal per-loss reinsurance and investment to minimize the probability of drawdown
scientific article; zbMATH DE number 7590606

    Statements

    publication date
    23 October 2020
    0 references
    arXiv ID
    2010.12158
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    arXiv classification
    math.OC
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    q-fin.PM
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    author
    Xia Han
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    Zhibin Liang
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    Y. Yuan
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    Caibin Zhang
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    zbMATH DE Number
    7590606
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    DOI
    10.3934/jimo.2021145
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