CDF formulation for solving an optimal reinsurance problem (Q4575473)
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: CDF formulation for solving an optimal reinsurance problem |
scientific article; zbMATH DE number 6903667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDF formulation for solving an optimal reinsurance problem |
scientific article; zbMATH DE number 6903667 |
Statements
CDF formulation for solving an optimal reinsurance problem (English)
0 references
13 July 2018
0 references
CDF formulation
0 references
Lagrangian dual method
0 references
optimal reinsurance
0 references
survival probability maximization
0 references
background risk
0 references
generalized Wang's premium principle
0 references
