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Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk - MaRDI portal

Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (Q1675836)

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scientific article; zbMATH DE number 6802686
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English
Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk
scientific article; zbMATH DE number 6802686

    Statements

    Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (English)
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    3 November 2017
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    risk process
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    optimal reinsurance
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    total risk
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    utility functional
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    Identifiers