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Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process - MaRDI portal

Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640)

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scientific article; zbMATH DE number 7656041
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Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
scientific article; zbMATH DE number 7656041

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    Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (English)
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    21 February 2023
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    optimal insurance
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    probabilistic constraint
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    risk process
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    conditional deductible
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    unconditional deductible
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