Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance
type: Item
instance of: scholarly article
title: Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance
zbMATH Open document ID: 1498.91372
author: Lin Xu
author: Minghan Wang
author: Bin Zhang
published in: Journal of Inequalities and Applications
publication date: 2021-12-15T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91B05
zbMATH DE Number: 7445960
zbMATH Keywords: Lundberg inequality
zbMATH Keywords: ruin probability
zbMATH Keywords: optimal reinsurance
zbMATH Keywords: optimal investment
zbMATH Keywords: correlated risk model
Wikidata QID: Q58731343
MaRDI profile type: Publication
full work available at URL: s13660-018-1838-0
OpenAlex ID: W2891017429
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DOI: 10.1186/S13660-018-1838-0
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description: scientific article; zbMATH DE number 7445960