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Showing
1
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10
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date (oldest first)
1
An optimal
reinsurance
management and
dividend
payout strategy when the insurer’s reserve is an Ito-Levy process
Mataramvura, Sure
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-11
We solve the problem of an insurer who decides to optimally allocate a proportion (1-a(t)) of premiums to a
re-insurance
…
Persistent link: https://www.econbiz.de/10014233048
Saved in:
2
Optimal
dividend
and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes
Yao, Dingjun
;
Zhou, Hua
;
Cheng, Gongpin
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10015079718
Saved in:
3
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
Saved in:
4
Optimal time-consistent investment and
reinsurance
strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
5
A
reinsurance
game between two
insurance
companies with nonlinear risk processes
Meng, Hui
;
Li, Shuanming
;
Zhuo, Jin
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
Saved in:
6
Modeling financial
reinsurance
in the casualty
insurance
business via stochastic programming
Lange, Petter E. de
;
Fleten, Stein-Erik
;
Gaivoronski, …
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 991-1012
Persistent link: https://www.econbiz.de/10001856046
Saved in:
7
Robust optimal investment and
reinsurance
problem for a general
insurance
company under Heston model
Huang, Ya
;
Xiangqun, Yang
;
Zhou, Jieming
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10011714438
Saved in:
8
Analysing the determinants of insolvency risk for general
insurance
firms in the UK
Caporale, Guglielmo Maria
;
Cerrato, Mario
;
Zhang, Xuan
- In:
Journal of banking & finance
84
(
2017
),
pp. 107-122
Persistent link: https://www.econbiz.de/10011816839
Saved in:
9
Optimal
reinsurance
and
dividend
payment strategies
Pechlivanides, Pantelis
-
1975
Persistent link: https://www.econbiz.de/10000629799
Saved in:
10
Optimal
reinsurance
and dividends with transaction costs and taxes under thinning structure
Chen, Mi
;
Yuen, Kam Chuen
;
Wang, Wenyuan
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
Saved in:
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