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Scandinavian actuarial journal
Insurance / Mathematics & economics
28
UNSW Business School Research Paper
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A constraint-free approach to optimal reinsurance
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10012194932
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2
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 645-670
Persistent link: https://www.econbiz.de/10012653664
Saved in:
3
On the surplus management of funds with assets and liabilities in presence of solvency requirements
Avanzi, Benjamin
;
Chen, Ping
;
Henriksen, Lars Frederik …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 477-508
Persistent link: https://www.econbiz.de/10014336614
Saved in:
4
Optimal reinsurance design under solvency constraints
Avanzi, Benjamin
;
Lau, Hayden
;
Steffensen, Mogens
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 383-416
Persistent link: https://www.econbiz.de/10014520561
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