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A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo, Jin; Xu, Zuo Quan; Zou, Bin - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554
Persistent link: https://www.econbiz.de/10011848458
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Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
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A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui; Liang, Zongxia; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
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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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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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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
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Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Yang, Peng; Chen, Zhiping; Cui, Xiangyu - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 969-997
Persistent link: https://www.econbiz.de/10012696897
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Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
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Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217
Persistent link: https://www.econbiz.de/10012500260