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Decision analysis models in reinsurance
Samson, Danny; Thomas, Howard - In: European journal of operational research : EJOR 19 (1985) 2, pp. 201-211
Persistent link: https://www.econbiz.de/10003668587
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Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 214 (2011) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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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
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Robust reinsurance contracts with uncertainty about jump risk
Hu, Duni; Chen, Shou; Wang, Hailong - In: European journal of operational research : EJOR 266 (2018) 3, pp. 1175-1188
Persistent link: https://www.econbiz.de/10011812250
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Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao - In: European journal of operational research : EJOR 282 (2020) 1, pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
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Non-zero-sum stochastic differential reinsurance and investment games with default risk
Deng, Chao; Zeng, Xudong; Zhu, Huiming - In: European journal of operational research : EJOR 264 (2018) 3, pp. 1144-1158
Persistent link: https://www.econbiz.de/10011802353
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Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
Zhang, Caibin; Liang, Zhibin; Yuan, Yu - In: European journal of operational research : EJOR 315 (2024) 1, pp. 213-227
Persistent link: https://www.econbiz.de/10014562822
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Reinsurance games with two reinsurers : tree versus chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: European journal of operational research : EJOR 310 (2023) 2, pp. 928-941
Persistent link: https://www.econbiz.de/10014340807
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A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; … - In: European journal of operational research : EJOR 296 (2022) 2, pp. 717-737
Persistent link: https://www.econbiz.de/10012663391
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A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 303 (2022) 2, pp. 928-944
Persistent link: https://www.econbiz.de/10013364047