Optimal reinsurance under the standard deviation principle

DOI10.1360/012010-422MaRDI QIDQ5017669zbMATH OpenOpenAlexFDO

Authors Lixin Song, Yujie Huang, Juan Zhou

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/012010-422

zbMATH Keywords

Lagrangian functionreinsurancestandard deviation principletotal riskupper bound

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Statistical methods; risk measures (91G70)

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