Minimizing the probability of absolute ruin under the mean‐variance premium principle (Q5159775)
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scientific article; zbMATH DE number 7415861
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| English | Minimizing the probability of absolute ruin under the mean‐variance premium principle |
scientific article; zbMATH DE number 7415861 |
Statements
Minimizing the probability of absolute ruin under the mean‐variance premium principle (English)
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28 October 2021
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absolute ruin
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mean-variance premium principle
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optimal reinsurance-investment strategy
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per-loss reinsurance
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S-shaped value function
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0.93199646
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0.92712104
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0.9140996
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0.91063595
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0.9105215
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0.90818727
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0.9046626
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