Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366)
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: Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis |
scientific article; zbMATH DE number 7671155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis |
scientific article; zbMATH DE number 7671155 |
Statements
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (English)
0 references
31 March 2023
0 references
optimal reinsurance
0 references
probability of drawdown
0 references
scaled Cramér-Lundberg model
0 references
asymptotic analysis
0 references
diffusion approximation
0 references
0 references
0 references
0 references
0 references
