Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments |
scientific article; zbMATH DE number 7291740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments |
scientific article; zbMATH DE number 7291740 |
Statements
Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (English)
0 references
9 January 2021
0 references
optimal insurance
0 references
probabilistic constraint
0 references
risk process
0 references
0 references
