risk model assumptions, and we investigate the ultimate ruin probability. We consider optimal reinsurance under the minimum … ultimate ruin probability, as well as the maximum benefit criteria: released capital, expected profit and exponential …

risk model assumptions, and we investigate the ultimate ruin probability. We consider optimal reinsurance under the minimum … ultimate ruin probability, as well as the maximum benefit criteria: released capital, expected profit and exponential …

ultimate ruin probability. Secondly, the implementation does not require strong computer skills. Thirdly, our approximation …