Optimal reinsurance via Dirac-Feynman approach

DOI10.1007/s11009-018-9674-8zbMath1429.91284OpenAlexW2895778719WikidataQ129151035 ScholiaQ129151035MaRDI 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 probabilityreinsurancecapital injectionDirac-Feynman approachretention level

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of manifolds of mappings to the sciences (58D30) Actuarial mathematics (91G05)

Related Items (2)

Optimal multidimensional reinsurance policies under a common shock dependency structure ⋮ More for less insurance model: an alternative to (re)insurance

Cites Work

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