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Optimal dividends under a stochastic interest rate
Eisenberg, Julia - In: Insurance / Mathematics & economics 65 (2015), pp. 259-266
Persistent link: https://www.econbiz.de/10011428670
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Optimal dividends paid in a foreign currency for a Lévy insurance risk model
Eisenberg, Julia; Palmowski, Zbigniew - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 417-437
Persistent link: https://www.econbiz.de/10012623439
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Transforming public pensions : a mixed scheme with a credit granted by the state
Boado-Penas, M. Carmen; Eisenberg, Julia; Korn, Ralf - In: Insurance / Mathematics & economics 96 (2021), pp. 140-152
Persistent link: https://www.econbiz.de/10012482791
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Optimising dividends and consumption under an exponential CIR as a discount factor
Eisenberg, Julia; Mišura, Julija S. - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 285-309
Persistent link: https://www.econbiz.de/10012395571
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Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model
Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane - 2021
In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company's surplus process is assumed to follow a Brownian motion with drift, and the reinsurance...
Persistent link: https://www.econbiz.de/10012499578
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The impact of negative interest rates on optimal capital injections
Eisenberg, Julia; Krühner, Paul - In: Insurance / Mathematics & economics 82 (2018), pp. 1-10
Persistent link: https://www.econbiz.de/10011929772
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A note on the optimal dividends paid in a foreign currency
Eisenberg, Julia; Krühner, Paul - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10011730243
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Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model
Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane - In: Risks : open access journal 9 (2021) 4, pp. 1-25
In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company's surplus process is assumed to follow a Brownian motion with drift, and the reinsurance...
Persistent link: https://www.econbiz.de/10012508723