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Optimal insurance pricing, reinsurance, and investment for a jump diffusion risk process under a competitive market
Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M. - In: The journal of insurance issues : official journal of … 40 (2017) 1, pp. 90-124
Persistent link: https://www.econbiz.de/10011732700
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Risk analysis with the classical actuarial risk model : theoretical extensions and applications to reinsurance
Steenackers, Anna - 1992
Persistent link: https://www.econbiz.de/10000874137
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Equilibrium in a reinsurance market : introducing taxes
Koehl, Pierre-François - In: The Geneva papers on risk and insurance theory 19 (1995) 2, pp. 101-117
Persistent link: https://www.econbiz.de/10001178142
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Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554
Persistent link: https://www.econbiz.de/10011848458
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Alternativer Risikotransfer von Katastrophenrisiken : die Rückversicherung mit Anleihen und börsengehandelten Optionen im Vergleich
Strube, Michaela - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001599479
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Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model
Azcue, Pablo; Muler, Nora - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 261-308
Persistent link: https://www.econbiz.de/10002725480
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Alternative Risikotransfer-Instrumente
Hartung, Thomas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 33 (2004) 7, pp. 401-405
Persistent link: https://www.econbiz.de/10002134177
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Reinsurance arrangements maximizing insurer's survival probability
Gajek, Lesław; Zagrodny, Dariusz - In: The journal of risk and insurance : the journal of the … 71 (2004) 3, pp. 421-435
Persistent link: https://www.econbiz.de/10002343708