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Optimal lower barrier on modified surplus process - MaRDI portal

Optimal lower barrier on modified surplus process (Q5106869)

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scientific article; zbMATH DE number 7192015
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English
Optimal lower barrier on modified surplus process
scientific article; zbMATH DE number 7192015

    Statements

    title
    Optimal lower barrier on modified surplus process (English)
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    publication date
    22 April 2020
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    zbMATH Keywords
    reinsurance
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    ruin probability
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    lower barrier model
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    TOPSIS
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    Mahalanobis distance
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    Identifiers

    zbMATH DE Number
    7192015
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    OpenAlex ID
    W2563411325
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