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Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei - In: Insurance / Mathematics & economics 65 (2015), pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
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Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.; Badescu, Alexandru M.; Siu, Tak Kuen - In: IMA journal of management mathematics 26 (2015) 4, pp. 345-375
Persistent link: https://www.econbiz.de/10011515664