Optimal Reinsurance via Dirac-Feynman Approach
Optimal Reinsurance via Dirac-Feynman Approach is a scholarly work, published in 2018 in ''Methodology and Computing in Applied Probability''. The main subjects of the publication include Feynman diagram, mathematical analysis, Dirac operator, First-hitting-time model, convolution, risk, Dirac, operon, ageing, applied mathematics, mathematics, type, and reinsurance. In this paper, the Dirac-Feynman path calculation approach is applied to analyse finite time ruin probability of a surplus process exposed to reinsurance by capital injections.