Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model |
scientific article |
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Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (English)
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16 September 2015
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optimal franchise
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optimal deductible
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ruin probability
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Hamilton-Jacobi-Bellman equation
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