Stochastic optimization for the ruin probability
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Publication:2955046
DOI10.1002/PAMM.200310305zbMATH Open1354.91076OpenAlexW2032081892MaRDI QIDQ2955046FDOQ2955046
Authors: Manfred Schäl 
Publication date: 25 January 2017
Published in: PAMM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/pamm.200310305
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- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models
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