Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052)

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scientific article; zbMATH DE number 6993725
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English
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
scientific article; zbMATH DE number 6993725

    Statements

    title
    Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (English)
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    author
    Xia Han
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    Zhibin Liang
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    Kam-Chuen Yuen
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    publication date
    14 December 2018
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    zbMATH Keywords
    proportional reinsurance
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    stochastic optimal control
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    probability of drawdown
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    thinning-dependence structure
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    cites work
    Q4868512
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    Aspects of risk theory
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    Identifiers

    zbMATH DE Number
    6993725
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    OpenAlex ID
    W2893359606
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    Wikidata QID
    Q129014886
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