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Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 102 (2022), pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
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Dividends and reinsurance under a penalty for ruin
Liang, Zhibin; Young, Virginia R. - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 437-445
Persistent link: https://www.econbiz.de/10009544390
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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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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
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Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping; Li, Dongchen; Young, Virginia R. - In: Insurance / Mathematics & economics 75 (2017), pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
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Reinsurance games with two reinsurers : tree versus chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: European journal of operational research : EJOR 310 (2023) 2, pp. 928-941
Persistent link: https://www.econbiz.de/10014340807
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
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Reinsurance games with n variance-premium reinsurers : from tree to chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 706-728
Persistent link: https://www.econbiz.de/10014342973
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Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 329-360
Persistent link: https://www.econbiz.de/10014520548