Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
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Publication:5140640
DOI10.1080/03461238.2020.1788136zbMath1454.91191OpenAlexW3038175958MaRDI QIDQ5140640
Xia Han, Zhibin Liang, Virginia R. Young
Publication date: 16 December 2020
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1788136
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