Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366)
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scientific article; zbMATH DE number 7671155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis |
scientific article; zbMATH DE number 7671155 |
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Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (English)
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31 March 2023
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optimal reinsurance
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probability of drawdown
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scaled Cramér-Lundberg model
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asymptotic analysis
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diffusion approximation
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