reinsurance under the ruin probability constraint. In this context, we review the literature relevant to the
optimal reinsurance under the ruin probability constraint and categorized current methods. The literature
review on optimal reinsurance under the ruin probability constraint is mainly focus on four major aspects:
reinsurance arrangement, adjustment coefficient, investment and dynamic optimization techniques, and
dividend payments.
Primary Language | English |
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Journal Section | Articles |
Authors | |
Publication Date | June 25, 2016 |
Published in Issue | Year 2016 Volume: 9 Issue: 1 |