Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance to minimize the discounted probability of ruin under ambiguity |
scientific article |
Statements
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (English)
0 references
17 June 2019
0 references
reinsurance
0 references
ruin probability
0 references
ambiguity
0 references
mean-variance premium principle
0 references
robust optimization
0 references
diffusion approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
