Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315)
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scientific article; zbMATH DE number 7540567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic reinsurance in discrete time minimizing the insurer's cost of capital |
scientific article; zbMATH DE number 7540567 |
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Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (English)
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13 June 2022
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optimal reinsurance
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risk measure
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cost of capital
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risk-sensitive Markov decision process
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