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Search: subject:"Variance premium"
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variance premium
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Stackelberg differential game
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mean-variance premium principle
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4
Stochastic process
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belief distortion
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learning
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Young, Virginia R.
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Han, Xia
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Li, Danping
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Liang, Zhibin
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ECONIS (ZBW)
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1
Moral-hazard-free insurance : mean-
variance
premium
principle and rank-dependent utility theory
Xu, Zuo Quan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10014336334
Saved in:
2
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:
3
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
4
Stochastic differential games between two insurers with generalized mean-
variance
premium
principle
Chen, Shumin
;
Yang, Hailiang
;
Zeng, Yan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Saved in:
5
Insurance choice under third degree stochastic dominance
Chi, Yichun
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 198-205
Persistent link: https://www.econbiz.de/10011944141
Saved in:
6
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
7
Optimal investment and reinsurance strategies for insurers with generalized mean-
variance
premium
principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
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