Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin |
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Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (English)
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3 August 2020
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optimal reinsurance
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probability of ruin
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classical risk model
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diffusion perturbation
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diffusion approximation
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asymptotic analysis
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