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Mixed band control of mutual proportional reinsurance
Taksar, Michael I.; Liu, John J.; Yuan, Jiguang - In: Journal of mathematical finance 3 (2013) 2, pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen; Yiu, Ka Fai Cedric; Loxton, Ryan C.; … - In: Journal of mathematical finance 3 (2013) 4, pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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Effect of an excess of loss reinsurance on upper bounds of ruin probabilities
Nguyen Quang Chung - In: Journal of mathematical finance 7 (2017) 4, pp. 958-974
Persistent link: https://www.econbiz.de/10011860198
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Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege; Wang, Xiaoguang; Su, Yue - In: Journal of mathematical finance 9 (2019) 3, pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
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Optimal reciprocal reinsurance under GlueVaR distortion risk measures
Huang, Yuxia; Yin, Chuancun - In: Journal of mathematical finance 9 (2019) 1, pp. 11-24
Persistent link: https://www.econbiz.de/10012116658