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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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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
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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
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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