Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107)
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scientific article; zbMATH DE number 7149664
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| English | Continuous-time optimal reinsurance strategy with nontrivial curved structures |
scientific article; zbMATH DE number 7149664 |
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Continuous-time optimal reinsurance strategy with nontrivial curved structures (English)
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9 January 2020
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dynamic programming
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optimal reinsurance strategy
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premium principle
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ruin probability
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expected utility
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0.8131139278411865
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0.8099825978279114
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0.8082900643348694
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0.8057155609130859
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