Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560)
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scientific article; zbMATH DE number 7291740
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| English | Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments |
scientific article; zbMATH DE number 7291740 |
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Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (English)
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9 January 2021
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optimal insurance
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probabilistic constraint
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risk process
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0.9024734497070312
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0.8681749701499939
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0.8331102728843689
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0.8005788922309875
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0.7979525327682495
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