Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803)
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scientific article; zbMATH DE number 6545178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal layer reinsurance on the maximization of the adjustment coefficient |
scientific article; zbMATH DE number 6545178 |
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Optimal layer reinsurance on the maximization of the adjustment coefficient (English)
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24 February 2016
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ruin probability
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adjustment coefficient
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Brownian motion
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compound Poisson process
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layer reinsurance
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