Stability of solutions in optimal reinsurance problem

DOI10.3103/S0027132217020061MaRDI QIDQ2399407zbMATH OpenFDO

Authors Yu. V. Gusak

Publication date 23 August 2017

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S0027132217020061

Mathematics Subject Classification ID

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Cites work

• Discrete-time insurance model with capital injections and reinsurance
• scientific article; zbMATH DE number 3372755 (Why is no real title available?)
• The methods of distances in the theory of probability and statistics.

Cited in

(6)

• The problem of stability in insurance mathematics
• Insurance models under incomplete information
• scientific article; zbMATH DE number 6384513 (Why is no real title available?)
• scientific article; zbMATH DE number 599630 (Why is no real title available?)
• Stable solutions for optimal reinsurance problems involving risk measures
• Discrete-time insurance models

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