Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle

Gespeichert in:

Autor*in:	Han, Xia [verfasserIn] Liang, Zhibin [verfasserIn] Young, Virginia R. [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2020

Übergeordnetes Werk:	Enthalten in: Scandinavian actuarial journal - Stockholm : Taylor & Francis, 1974, 2020(2020), 10, Seite 879-903
Übergeordnetes Werk:	volume:2020 ; year:2020 ; number:10 ; pages:879-903

Links:	Link aufrufen Link aufrufen

DOI / URN:	10.1080/03461238.2020.1788136

Katalog-ID:	1739367766

Internformat


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245	1	0	\|a Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle \|c Xia Han, Zhibin Liang and Virginia R. Young
264		1	\|c 2020
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912			\|a ISIL_DE-206
912			\|a SYSFLAG_1
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912			\|a GBV_ILN_11
912			\|a GBV_ILN_20
912			\|a GBV_ILN_22
912			\|a GBV_ILN_23
912			\|a GBV_ILN_24
912			\|a GBV_ILN_31
912			\|a GBV_ILN_32
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_65
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_101
912			\|a GBV_ILN_110
912			\|a GBV_ILN_120
912			\|a GBV_ILN_151
912			\|a GBV_ILN_152
912			\|a GBV_ILN_206
912			\|a GBV_ILN_224
912			\|a GBV_ILN_285
912			\|a GBV_ILN_370
912			\|a GBV_ILN_647
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2031
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2056
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2065
912			\|a GBV_ILN_2068
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2093
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2108
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2112
912			\|a GBV_ILN_2113
912			\|a GBV_ILN_2118
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2147
912			\|a GBV_ILN_2148
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2153
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2470
912			\|a GBV_ILN_2472
912			\|a GBV_ILN_2507
912			\|a GBV_ILN_2548
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4246
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4393
912			\|a GBV_ILN_4700
951			\|a AR
952			\|d 2020 \|j 2020 \|e 10 \|h 879-903
980			\|2 26 \|1 01 \|x 0206 \|b 3807284257 \|y x1z \|z 19-11-20
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a mean-variance premium principle
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a optimal reinsurance
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a probability of drawdown
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a Stochastic optimal control

Indexfelder

author_variant	x h xh z l zl v r y vr vry
matchkey_str	article:16512030:2020----::piarisrneoiiiehpoaiiyfrwonneteena
hierarchy_sort_str	2020
publishDate	2020
allfields	10.1080/03461238.2020.1788136 doi (DE-627)1739367766 (DE-599)KXP1739367766 DE-627 ger DE-627 rda eng Han, Xia verfasserin (DE-588)1175540471 (DE-627)1046551574 (DE-576)516304739 aut Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Liang, Zhibin verfasserin (DE-588)1014365759 (DE-627)666090750 (DE-576)34867435X aut Young, Virginia R. verfasserin (DE-588)171567102 (DE-627)06178284X (DE-576)132351498 aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2020(2020), 10, Seite 879-903 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2020 year:2020 number:10 pages:879-903 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1788136 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2020.1788136 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2020 2020 10 879-903 26 01 0206 3807284257 x1z 19-11-20 26 00 DE-206 56 mean-variance premium principle 26 00 DE-206 56 optimal reinsurance 26 00 DE-206 56 probability of drawdown 26 00 DE-206 56 Stochastic optimal control
spelling	10.1080/03461238.2020.1788136 doi (DE-627)1739367766 (DE-599)KXP1739367766 DE-627 ger DE-627 rda eng Han, Xia verfasserin (DE-588)1175540471 (DE-627)1046551574 (DE-576)516304739 aut Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Liang, Zhibin verfasserin (DE-588)1014365759 (DE-627)666090750 (DE-576)34867435X aut Young, Virginia R. verfasserin (DE-588)171567102 (DE-627)06178284X (DE-576)132351498 aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2020(2020), 10, Seite 879-903 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2020 year:2020 number:10 pages:879-903 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1788136 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2020.1788136 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2020 2020 10 879-903 26 01 0206 3807284257 x1z 19-11-20 26 00 DE-206 56 mean-variance premium principle 26 00 DE-206 56 optimal reinsurance 26 00 DE-206 56 probability of drawdown 26 00 DE-206 56 Stochastic optimal control
allfields_unstemmed	10.1080/03461238.2020.1788136 doi (DE-627)1739367766 (DE-599)KXP1739367766 DE-627 ger DE-627 rda eng Han, Xia verfasserin (DE-588)1175540471 (DE-627)1046551574 (DE-576)516304739 aut Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Liang, Zhibin verfasserin (DE-588)1014365759 (DE-627)666090750 (DE-576)34867435X aut Young, Virginia R. verfasserin (DE-588)171567102 (DE-627)06178284X (DE-576)132351498 aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2020(2020), 10, Seite 879-903 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2020 year:2020 number:10 pages:879-903 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1788136 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2020.1788136 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2020 2020 10 879-903 26 01 0206 3807284257 x1z 19-11-20 26 00 DE-206 56 mean-variance premium principle 26 00 DE-206 56 optimal reinsurance 26 00 DE-206 56 probability of drawdown 26 00 DE-206 56 Stochastic optimal control
allfieldsGer	10.1080/03461238.2020.1788136 doi (DE-627)1739367766 (DE-599)KXP1739367766 DE-627 ger DE-627 rda eng Han, Xia verfasserin (DE-588)1175540471 (DE-627)1046551574 (DE-576)516304739 aut Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Liang, Zhibin verfasserin (DE-588)1014365759 (DE-627)666090750 (DE-576)34867435X aut Young, Virginia R. verfasserin (DE-588)171567102 (DE-627)06178284X (DE-576)132351498 aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2020(2020), 10, Seite 879-903 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2020 year:2020 number:10 pages:879-903 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1788136 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2020.1788136 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2020 2020 10 879-903 26 01 0206 3807284257 x1z 19-11-20 26 00 DE-206 56 mean-variance premium principle 26 00 DE-206 56 optimal reinsurance 26 00 DE-206 56 probability of drawdown 26 00 DE-206 56 Stochastic optimal control
allfieldsSound	10.1080/03461238.2020.1788136 doi (DE-627)1739367766 (DE-599)KXP1739367766 DE-627 ger DE-627 rda eng Han, Xia verfasserin (DE-588)1175540471 (DE-627)1046551574 (DE-576)516304739 aut Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Liang, Zhibin verfasserin (DE-588)1014365759 (DE-627)666090750 (DE-576)34867435X aut Young, Virginia R. verfasserin (DE-588)171567102 (DE-627)06178284X (DE-576)132351498 aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2020(2020), 10, Seite 879-903 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2020 year:2020 number:10 pages:879-903 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1788136 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2020.1788136 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2020 2020 10 879-903 26 01 0206 3807284257 x1z 19-11-20 26 00 DE-206 56 mean-variance premium principle 26 00 DE-206 56 optimal reinsurance 26 00 DE-206 56 probability of drawdown 26 00 DE-206 56 Stochastic optimal control
language	English
source	Enthalten in Scandinavian actuarial journal 2020(2020), 10, Seite 879-903 volume:2020 year:2020 number:10 pages:879-903
sourceStr	Enthalten in Scandinavian actuarial journal 2020(2020), 10, Seite 879-903 volume:2020 year:2020 number:10 pages:879-903
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container_title	Scandinavian actuarial journal
authorswithroles_txt_mv	Han, Xia @@aut@@ Liang, Zhibin @@aut@@ Young, Virginia R. @@aut@@
publishDateDaySort_date	2020-01-01T00:00:00Z
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topic_title	26 00 DE-206 56 mean-variance premium principle 26 00 DE-206 56 optimal reinsurance 26 00 DE-206 56 probability of drawdown 26 00 DE-206 56 Stochastic optimal control Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young
topic	26 mean-variance premium principle 26 optimal reinsurance 26 probability of drawdown 26 Stochastic optimal control
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title_full	Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle Xia Han, Zhibin Liang and Virginia R. Young
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title_short	Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
url	https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1788136 https://doi.org/10.1080/03461238.2020.1788136
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle

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