Optimisation of drawdowns by generalised reinsurance in the classical risk model

Leonie Violetta Brinker, Hanspeter Schmidli

Year of publication:	2023
Authors:	Brinker, Leonie Violetta ; Schmidli, Hanspeter
Published in:	Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 2, p. 635-665
Subject:	Classical risk model \| Drawdowns \| General optimal reinsurance \| Hamilton-Jacobi-Bellman equation \| Rückversicherung \| Reinsurance \| Risikomodell \| Risk model \| Theorie \| Theory \| Risikomanagement \| Risk management

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