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Optimal reinsurance under the standard deviation principle - MaRDI portal

Optimal reinsurance under the standard deviation principle

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Publication:5017669

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DOI10.1360/012010-422zbMath1488.91099OpenAlexW2318553704MaRDI QIDQ5017669

Juan Zhou, Lixin Song, Yujie Huang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012010-422

zbMATH Keywords

upper bound standard deviation principle Lagrangian function reinsurance total risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Actuarial mathematics (91G05)

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