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type_genre:"Hochschulschrift"
~isPartOf:"International journal of risk assessment and management : IJRAM"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Scandinavian actuarial journal"
~language:"eng"
~language:"rus"
~person:"Han, Xia"
~subject:"Basler Akkord"
~subject:"Disaster"
~subject:"Financial crisis"
~subject:"Probability theory"
~subject:"Production"
~subject:"Russland"
~subject:"Statistische Verteilung"
~subject:"Supply chain"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Basler Akkord
Disaster
Financial crisis
Probability theory
Production
Russland
Statistische Verteilung
Supply chain
Theorie
Control theory
2
Kontrolltheorie
2
Portfolio selection
2
Portfolio-Management
2
Reinsurance
2
Risikomanagement
2
Risk management
2
Rückversicherung
2
Stochastic process
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Stochastischer Prozess
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Wahrscheinlichkeitsrechnung
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probability of drawdown
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Proportional reinsurance
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Risikomodell
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Risk model
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Stochastic optimal control
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mean-variance premium principle
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optimal reinsurance
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stochastic optimal control
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thinning-dependence structure
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Han, Xia
Ozdemir, Bogie
4
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Karasev, Vasily
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Wilson, Thomas Charles
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Mao, Tiantian
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International journal of risk assessment and management : IJRAM
Journal of risk management in financial institutions
Scandinavian actuarial journal
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ECONIS (ZBW)
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
2
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
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