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Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen - In: Scandinavian actuarial journal (2018) 10, pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
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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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Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Yuan, Yu; Liang, Zhibin; Han, Xia - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10013370644
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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
Yuan, Yu; Liang, Zhibin; Han, Xia - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 259-290
Persistent link: https://www.econbiz.de/10013455032