Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780)
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scientific article; zbMATH DE number 7445960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance |
scientific article; zbMATH DE number 7445960 |
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Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (English)
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15 December 2021
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Lundberg inequality
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ruin probability
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optimal reinsurance
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optimal investment
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correlated risk model
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0.9215447
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0.91193986
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0.91089845
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0.90900564
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0.90230095
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0.8975091
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