Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158)
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scientific article; zbMATH DE number 7184191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance |
scientific article; zbMATH DE number 7184191 |
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Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (English)
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1 April 2020
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exponential Parisian ruin
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Cramér-Lundberg risk model
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optimal reinsurance
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mean-variance premium principle
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stochastic Perron's method
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