Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of ruin: optimal per-loss reinsurance |
scientific article |
Statements
Minimizing the probability of ruin: optimal per-loss reinsurance (English)
0 references
19 October 2018
0 references
probability of ruin
0 references
optimal reinsurance
0 references
stochastic control
0 references
compound Poisson
0 references
diffusion approximation
0 references
0 references
