Pages that link to "Item:Q5087005"
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The following pages link to Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005):
Displaying 3 items.
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)
