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~subject:"Proportional reinsurance"
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Proportional reinsurance
Theorie
12
Theory
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Stochastic process
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Stochastischer Prozess
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Portfolio selection
7
Portfolio-Management
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Reinsurance
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Transaktionskosten
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compound binomial riskmodel
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delayed claims
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randomized dividends
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transaction costs
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Yuen, Kam Chuen
4
Liang, Zhibin
3
Zhou, Ming
2
Bi, Junna
1
Han, Xia
1
Zhang, Caibin
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Economic modelling
1
Insurance / Mathematics & economics
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Mathematical methods of operations research
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
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:
2
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
3
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen
;
Liang, Zhibin
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Saved in:
4
Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming
;
Yuen, Kam Chuen
- In:
Economic modelling
29
(
2012
)
2
,
pp. 198-207
Persistent link: https://www.econbiz.de/10009536037
Saved in:
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