Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077)
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scientific article; zbMATH DE number 7590606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal per-loss reinsurance and investment to minimize the probability of drawdown |
scientific article; zbMATH DE number 7590606 |
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Optimal per-loss reinsurance and investment to minimize the probability of drawdown (English)
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23 September 2022
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probability of drawdown
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common shock dependence
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per-loss reinsurance
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investment
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stochastic optimal control
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