Optimisation of drawdowns by generalised reinsurance in the classical risk model
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Publication:6089415
DOI10.1007/S10203-023-00402-4OpenAlexW4381570547MaRDI QIDQ6089415FDOQ6089415
Hanspeter Schmidli, Leonie Violetta Brinker
Publication date: 17 November 2023
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-023-00402-4
Actuarial mathematics (91G05) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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