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Some optimisation problems in insurance with a terminal distribution constraint - MaRDI portal

Some optimisation problems in insurance with a terminal distribution constraint (Q6169663)

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scientific article; zbMATH DE number 7710966
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Some optimisation problems in insurance with a terminal distribution constraint
scientific article; zbMATH DE number 7710966

    Statements

    title
    Some optimisation problems in insurance with a terminal distribution constraint (English)
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    author
    Katia Colaneri
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    Julia Eisenberg
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    Q6169662
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    publication date
    12 July 2023
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    zbMATH Keywords
    insurance
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    reinsurance
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    dividends
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    optimal control
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    distributional constraints
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    value at risk
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    expected shortfall
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    cites work
    Q5434181
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    Identifiers

    arXiv ID
    2206.04680
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    zbMATH DE Number
    7710966
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    OpenAlex ID
    W4309042801
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