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"Optimal Reinsurance to Minimize the Probability of Drawdown under the ..."

Pablo Azcue et al. (2023)

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DOI: 10.1137/21M1461666

access: closed

type: Journal Article

metadata version: 2023-05-17

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  - journals/siamfm/AzcueLMY23
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  - https://dblp.org/rec/journals/siamfm/AzcueLMY23
Pablo Azcue, Xiaoqing Liang, Nora Muler, Virginia R. Young:
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis. SIAM J. Financial Math. 14(1): 279-313 (2023)

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