Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process

DOI10.1080/03461238.2022.2075282OpenAlexW4280519374MaRDI QIDQ5878640

A. Yu. Golubin, V. N. Gridin

Publication date: 21 February 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2022.2075282

zbMATH Keywords

risk processprobabilistic constraintoptimal insuranceconditional deductibleunconditional deductible

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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