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Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; … - In: Insurance / Mathematics & economics 95 (2020), pp. 39-47
Persistent link: https://www.econbiz.de/10012419227
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Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. - In: Insurance / Mathematics & economics 92 (2020), pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
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Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui; Zhou, Ming; Siu, Tak Kuen - In: Economic modelling 59 (2016), pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
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Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying - In: Insurance / Mathematics & economics 86 (2019), pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
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Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick - In: Computational Management Science : CMS 14 (2017) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
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Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong - In: Insurance / Mathematics & economics 107 (2022), pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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Stochastic mortality modeling and securitization of mortality risk
Bauer, Daniel - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716389