Maximization of the survival probability by franchise and deductible amounts in the classical risk model (Q2946097)
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scientific article; zbMATH DE number 6482541
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| English | Maximization of the survival probability by franchise and deductible amounts in the classical risk model |
scientific article; zbMATH DE number 6482541 |
Statements
Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (English)
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16 September 2015
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optimal franchise
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optimal deductible
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ruin probability
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Hamilton-Jacobi-Bellman equation
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0.8587223887443542
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0.8538711071014404
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0.7916923761367798
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0.7863420248031616
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