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Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
Hata, Hiroaki
;
Yasuda, Kazuhiro
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011881444
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Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.
;
Gridin, V. N.
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
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Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya
;
Wang, Wenyuan
;
Zhao, Xianghua
;
Zhou, …
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10014325014
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