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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
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Dynamic safety first expected utility model
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 271 (2018) 1, pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
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Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario - 2016
Persistent link: https://www.econbiz.de/10011525409
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On measuring uncertainty : snakes and ladders
Junankar, Pramod N. - 2016
households and lower investment by firms, and hence leads to lower aggregate investment and growth. This paper argues that …
Persistent link: https://www.econbiz.de/10011543578
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Risk and loss aversion, price uncertainty and the implications for consumer search
Soetevent, Adriaan R.; Bruzikas, Tadas - 2016
that theory predicts an inversion when consumers are either risk or loss averse. In those cases, an increase in price …
Persistent link: https://www.econbiz.de/10011520488
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Horizon-adjusted portfolio performance measure
Kroll, Yoram; Ben-Horin, Moshe - In: Journal of investment management : JOIM 19 (2021) 4, pp. 92-104
Persistent link: https://www.econbiz.de/10013164717
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Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun; Chen, Fenge; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 222-234
Persistent link: https://www.econbiz.de/10010469132