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Kontrolltheorie
Reinsurance
59
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57
Optimal reinsurance
48
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optimal reinsurance
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Young, Virginia R.
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Guan, Chonghu
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Han, Xia
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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Dynamic
optimal
reinsurance
and dividend payout in finite time horizon
Guan, Chonghu
;
Xu, Zuo Quan
;
Zhou, Rui
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
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
Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang
;
Zou, Bin
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
Saved in:
4
A BSDE-based approach for the
optimal
reinsurance
problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
5
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:
6
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
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