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Optimal reinsurance via Dirac-Feynman approach - MaRDI portal

Optimal reinsurance via Dirac-Feynman approach (Q2282738)

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scientific article
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English
Optimal reinsurance via Dirac-Feynman approach
scientific article

    Statements

    title
    Optimal reinsurance via Dirac-Feynman approach (English)
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    author
    Muhsin Tamturk
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    Sergey Utev
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    publication date
    19 December 2019
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    zbMATH Keywords
    ruin probability
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    reinsurance
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    capital injection
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    retention level
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    Dirac-Feynman approach
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    62P05
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    58D30
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    zbMATH DE Number
    7146260
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    OpenAlex ID
    W2895778719
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    Wikidata QID
    Q129151035
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