Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052)
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scientific article; zbMATH DE number 6993725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure |
scientific article; zbMATH DE number 6993725 |
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Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (English)
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14 December 2018
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proportional reinsurance
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stochastic optimal control
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probability of drawdown
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thinning-dependence structure
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