Optimal reinsurance via Dirac-Feynman approach

DOI10.1007/s11009-018-9674-8zbMath1429.91284MaRDI QIDQ2282738

Muhsin Tamturk, Sergey Utev

Publication date: 19 December 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9674-8

zbMATH Keywords

ruin probability; reinsurance; capital injection; Dirac-Feynman approach; retention level

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

58D30: Applications of manifolds of mappings to the sciences

91G05: Actuarial mathematics

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