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1
Optimal
reinsurance
pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
2
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
Saved in:
3
Mixed band control of mutual proportional
reinsurance
Taksar, Michael I.
;
Liu, John J.
;
Yuan, Jiguang
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
Saved in:
4
Optimal
reinsurance
and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
5
Modeling financial
reinsurance
in the casualty insurance business via stochastic programming
Lange, Petter E. de
;
Fleten, Stein-Erik
;
Gaivoronski, …
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 991-1012
Persistent link: https://www.econbiz.de/10001856046
Saved in:
6
Optimal risk allocation in
reinsurance
networks
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
Saved in:
7
Stochastic optimization in insurance : a dynamic programming approach
Azcue, Pablo
;
Muler, Nora
-
2014
Persistent link: https://www.econbiz.de/10011374820
Saved in:
8
Cancelling of insurance contracts
Brekelmans, Ruud
;
De Waegenaere, Anja
-
1999
Persistent link: https://www.econbiz.de/10001393665
Saved in:
9
Solving life-cycle problems with biometric risk by artificial insurance markets
Hambel, Christoph
;
Kraft, Holger
;
Munk, Claus
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 307-327
Persistent link: https://www.econbiz.de/10013370641
Saved in:
10
Optimal risk financing in large corporations through insurance captives
Picard, Pierre
;
Pinquet, Jean
- In:
The Geneva risk and insurance review
38
(
2013
)
1
,
pp. 48-86
Persistent link: https://www.econbiz.de/10009758403
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