//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Brachetta, Matteo"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optimal reinsurance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hamilton-Jacobi-Bellman equation
3
excess-of-loss reinsurance
2
optimal reinsurance
2
stochastic control
2
stochastic factor model
2
Actuarial mathematics
1
Control theory
1
Excess-of-loss reinsurance
1
Kontrolltheorie
1
Optimal investment
1
Optimal reinsurance
1
Proportional reinsurance
1
Reinsurance
1
Risikomodell
1
Risk model
1
Rückversicherung
1
SAHARA utility
1
Stochastic process
1
Stochastischer Prozess
1
Versicherungsmathematik
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Article
1
Language
All
English
3
Author
All
Brachetta, Matteo
Boonen, Tim J.
10
Balbás, Beatriz
6
Weng, Chengguo
6
Young, Virginia R.
6
Asimit, Alexandru V.
5
Balbás, Raquel
5
Cai, Jun
5
Heras, Antonio
5
Balbás de la Corte, Alejandro
4
Ghossoub, Mario
4
Karageyik, Başak Bulut
4
Tan, Ken Seng
4
Şahin, Şule
4
Badescu, Alexandru M.
3
Balbas, Beatriz
3
Balbas, Raquel
3
Balbás, Alejandro
3
Brandtner, Mario
3
Cheung, Ka Chun
3
Jiang, Wenjun
3
Kürsten, Wolfgang
3
Lemieux, Christiane
3
Li, Dongchen
3
Liang, Zhibin
3
Liu, Fangda
3
Zhuang, Sheng Chao
3
Zou, Bin
3
Albrecher, Hansjörg
2
Balbas, Alejandro
2
Cao, Jingyi
2
Ceci, Claudia
2
Chi, Yichun
2
Deng, Chao
2
Deng, Yingchun
2
Glauner, Alexander
2
Hong, Hanping
2
Hu, Junlei
2
Li, Bin
2
Liang, Xiaoqing
2
more ...
less ...
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
1
Risks
1
Risks : open access journal
1
Source
All
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal excess-of-loss reinsurance for stochastic factor risk models
Brachetta, Matteo
;
Ceci, Claudia
- In:
Risks
7
(
2019
)
2
,
pp. 1-23
-Jacobi-Bellman equation, we analyze the
optimal
reinsurance
strategy under the criterion of maximizing the expected exponential utility of the …
Persistent link: https://www.econbiz.de/10013200466
Saved in:
2
Optimal excess-of-loss reinsurance for stochastic factor risk models
Brachetta, Matteo
;
Ceci, Claudia
- In:
Risks : open access journal
7
(
2019
)
2/48
,
pp. 1-23
-Jacobi-Bellman equation, we analyze the
optimal
reinsurance
strategy under the criterion of maximizing the expected exponential utility of the …
Persistent link: https://www.econbiz.de/10012019228
Saved in:
3
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->