Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7226819
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin |
scientific article; zbMATH DE number 7226819 |
Statements
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (English)
0 references
3 August 2020
0 references
optimal reinsurance
0 references
probability of ruin
0 references
classical risk model
0 references
diffusion perturbation
0 references
diffusion approximation
0 references
asymptotic analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.865875244140625
0 references
0.8647928237915039
0 references
0.8624849319458008
0 references
0.856728732585907
0 references
