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Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. - In: Insurance / Mathematics & economics 92 (2020), pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
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Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
Cohen, Asaf; Young, Virginia R. - In: Insurance / Mathematics & economics 93 (2020), pp. 333-340
Persistent link: https://www.econbiz.de/10012294139
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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
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Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 82 (2018), pp. 181-190
Persistent link: https://www.econbiz.de/10011929867