Minimizing the probability of absolute ruin under the mean‐variance premium principle (Q5159775)
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scientific article; zbMATH DE number 7415861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of absolute ruin under the mean‐variance premium principle |
scientific article; zbMATH DE number 7415861 |
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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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