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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Reinsurance
58
Rückversicherung
57
Optimal reinsurance
47
Theorie
45
Theory
45
Risk measure
22
optimal reinsurance
21
Risikomanagement
20
Risikomaß
20
Risk management
20
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19
Risiko
18
Risikomodell
16
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16
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Portfolio-Management
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Mathematical programming
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Messung
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6
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Weng, Chengguo
2
Zhuang, Sheng Chao
2
Asimit, Alexandru V.
1
Assa, Hirbod
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Bazaz, Ali Panahi
1
Bäuerle, Nicole
1
Glauner, Alexander
1
Guan, Chonghu
1
He, Junnan
1
Hu, Junlei
1
Liang, Xiaoqing
1
Najafabadi, Amir T. Payandeh
1
Tan, Ken Seng
1
Tang, Qihe
1
Xie, Yuantao
1
Xu, Zuo Quan
1
Young, Virginia R.
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Zhang, Huan
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Insurance / Mathematics & economics
6
European journal of operational research : EJOR
1
Mathematics of operations research
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
9
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1
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
Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 376-387
Persistent link: https://www.econbiz.de/10012495444
Saved in:
3
Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 67-81
Persistent link: https://www.econbiz.de/10012058915
Saved in:
4
Optimal risk allocation in reinsurance networks
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
Saved in:
5
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:
6
CDF formulation for solving an
optimal
reinsurance
problem
Weng, Chengguo
;
Zhuang, Sheng Chao
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 395-418
Persistent link: https://www.econbiz.de/10011772196
Saved in:
7
An optimal co-reinsurance strategy
Najafabadi, Amir T. Payandeh
;
Bazaz, Ali Panahi
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 149-155
Persistent link: https://www.econbiz.de/10011530944
Saved in:
8
Risk reducers in convex order
He, Junnan
;
Tang, Qihe
;
Zhang, Huan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Saved in:
9
Marginal Indemnification Function formulation for
optimal
reinsurance
Zhuang, Sheng Chao
;
Weng, Chengguo
;
Tan, Ken Seng
; …
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
Saved in:
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