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How do changes in risk and risk aversion affect self-protection with Selden/Kreps : Porteus preferences?
Wang, Jianli; Wang, Hongxia; Yick, Ho Yin - In: Insurance / Mathematics & economics 88 (2019), pp. 1-6
Persistent link: https://www.econbiz.de/10012105352
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Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, WenJun - In: Insurance / Mathematics & economics 88 (2019), pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
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Precautionary paying for stochastic improvements under background risks
Wang, Hongxia; Wang, Jianli; Li, Jingyuan; Xia, Xinping - In: Insurance / Mathematics & economics 64 (2015), pp. 180-185
Persistent link: https://www.econbiz.de/10011397996
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The bounds of premium and optimality of stop loss insurance under uncertain random environments
Liu, Ying; Li, Xiaozhong; Liu, Yinli - In: Insurance / Mathematics & economics 64 (2015), pp. 273-278
Persistent link: https://www.econbiz.de/10011398068
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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
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A Bowley solution with limited ceded risk for a monopolistic reinsurer
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 91 (2020), pp. 188-201
Persistent link: https://www.econbiz.de/10012242009
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Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 91 (2020), pp. 224-237
Persistent link: https://www.econbiz.de/10012242015
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Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin; Wong, Hoi Ying - In: Insurance / Mathematics & economics 90 (2020), pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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On variational bounds in the compound Poisson approximation of the individual risk model
Roos, Bero - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 403-414
Persistent link: https://www.econbiz.de/10003755757