Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651)
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scientific article; zbMATH DE number 6958599
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| English | Minimizing the probability of ruin: optimal per-loss reinsurance |
scientific article; zbMATH DE number 6958599 |
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Minimizing the probability of ruin: optimal per-loss reinsurance (English)
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19 October 2018
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probability of ruin
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optimal reinsurance
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stochastic control
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compound Poisson
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diffusion approximation
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0.8686713576316833
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0.8673649430274963
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0.865875244140625
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0.8640998005867004
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0.8624227643013
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