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Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
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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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Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming; Yuen, Kam Chuen - In: Economic modelling 29 (2012) 2, pp. 198-207
Persistent link: https://www.econbiz.de/10009536037