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~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
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Hamilton-Jacobi-Bellman equation
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Classical risk model
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Drawdowns
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Excess-of-loss reinsurance
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General optimal reinsurance
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Optimal investment
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Optimal reinsurance
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Schmidli, Hanspeter
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Brachetta, Matteo
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Decisions in economics and finance : a journal of applied mathematics
Insurance / Mathematics & economics
32
Insurance: Mathematics and Economics
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Scandinavian actuarial journal
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Risks
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Risks : open access journal
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European journal of operational research : EJOR
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ASTIN bulletin : the journal of the International Actuarial Association
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Agricultural Finance Review
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Business Economics Working Papers
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Agricultural finance review
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Asia-Pacific journal of risk and insurance : APJRI
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Astin bulletin : the journal of the International Actuarial Association
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Journal of Risk and Financial Management
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Optimisation of drawdowns by generalised reinsurance in the classical risk model
Brinker, Leonie Violetta
;
Schmidli, Hanspeter
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 635-665
Persistent link: https://www.econbiz.de/10014443759
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2
Optimal
reinsurance
and investment in a diffusion model
Brachetta, Matteo
;
Schmidli, Hanspeter
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 341-361
Persistent link: https://www.econbiz.de/10012285402
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