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Journal Article
Brinker, Leonie Violetta 
ORCID: 0000-0003-2725-1494 and Schmidli, Hanspeter
(2022).
OPTIMAL DISCOUNTED DRAWDOWNS IN A DIFFUSION APPROXIMATION UNDER PROPORTIONAL REINSURANCE.
J. Appl. Probab., 59 (2).
S. 527 - 541.
CAMBRIDGE:
CAMBRIDGE UNIV PRESS.
ISSN 1475-6072
Brinker, Leonie Violetta ORCID: 0000-0003-2725-1494
(2021).
Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model.
Risks, 9 (1).
BASEL:
MDPI.
ISSN 2227-9091