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Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping; Zeng, Yan; Yang, Hailiang - In: Scandinavian actuarial journal (2018) 2, pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
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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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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 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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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
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Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing; Viens, Frederi G.; Shen, Yang - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
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Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert - In: Scandinavian actuarial journal 2020 (2020) 5, pp. 376-395
Persistent link: https://www.econbiz.de/10012262746