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Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001917772
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Benchmark and mean-variance problems for insurers
Bäuerle, Nicole - In: Mathematical methods of operations research 62 (2005) 1, pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
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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
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Minimizing spectral risk measures applied to Markov decision processes
Bäuerle, Nicole; Glauner, Alexander - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 35-69
Persistent link: https://www.econbiz.de/10012618978
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Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109
Persistent link: https://www.econbiz.de/10012500254