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~subject:"Reinsurance"
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Reinsurance
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compound Poisson process
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compound Poisson processes
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compound Poisson risk model
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3
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1
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1
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Insurance / Mathematics & economics
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4
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Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
2
The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation
Fan, Yuguang
;
Griffin, Philip S.
;
Maller, Ross A.
; …
- In:
Risks : open access journal
5
(
2017
)
1
,
pp. 1-27
reinsurance. Assuming the classical
compound
Poisson
risk model with choices of claim size distributions (classified as heavy …
Persistent link: https://www.econbiz.de/10011636215
Saved in:
3
Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
4
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:
5
Optimal proportional reinsurance from the point of view of cedent and reinsurer
D'Ortona, Nicolino Ettore
;
Marcarelli, Gabriella
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 366-375
Persistent link: https://www.econbiz.de/10011772179
Saved in:
6
Berry-Esseen bounds for
compound-Poisson
loss percentiles
Feng, Frank Y.
;
Powers, Michael R.
;
Xiao, Rui'an
;
Zhao, Lin
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 519-534
Persistent link: https://www.econbiz.de/10011848453
Saved in:
7
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
8
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:
9
Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin
;
Bayraktar, Erhan
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
Saved in:
10
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
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