Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin
X Liang, Z Liang, VR Young - Insurance: Mathematics and Economics, 2020 - Elsevier
We consider the problem of minimizing the probability of ruin by purchasing reinsurance
whose premium is computed according to the mean–variance premium principle, a …
whose premium is computed according to the mean–variance premium principle, a …