Minimal Expected Time in Drawdown through Investment for <i>anInsuranceDiffusionModel</i>
Consider an insurance company whose surplus is modelled by <inline-formula><math display="inline"><semantics><mrow><mi>a</mi><mi>n</mi><mi>a</mi><mi>r</mi><mi>i</mi><mi>t</mi><mi>h</mi&...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-01-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/9/1/17 |