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"Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk ..."

Alexey Y. Golubin, V. N. Gridin (2020)

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DOI: 10.1134/S0005117920090076

access: closed

type: Journal Article

metadata version: 2024-08-04

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Alexey Y. Golubin, V. N. Gridin:
Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments. Autom. Remote. Control. 81(9): 1679-1691 (2020)

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