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Optimal reinsurance with model uncertainty and Stackelberg game
Gavagan, Joshua; Hu, Liang; Lee, Gee; Liu, Haiyan; … - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10012872645
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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
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Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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Optimal prevention of large risks with two types of claims
Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; … - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 323-334
Persistent link: https://www.econbiz.de/10012515736
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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
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Market pricing of longevity-linked securities
Tang, Sixian; Li, Jackie - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
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On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Lefevre, Claude; Loisel, Stéphane; Montesinos, Pierre - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 476-504
Persistent link: https://www.econbiz.de/10012588355
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Structure of intergenerational risk-sharing plans : optimality and fairness
Zhu, Xiaobai; Hardy, Mary Rosalyn; Saunders, David M. - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 543-571
Persistent link: https://www.econbiz.de/10012624633
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Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 623-644
Persistent link: https://www.econbiz.de/10012624638