On the Expected Maximum Deficit and the Optimal Allocation of Reserves

MaRDI QIDQ7251654arXivFDO

Authors Claude Lefèvre, Pierre Zuyderhoff

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

arXiv classification

q-fin.RM

This page was built for publication: On the Expected Maximum Deficit and the Optimal Allocation of Reserves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7251654)