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Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
Bi, Junna; Meng, Qingbin; Zhang, Yongji - In: Stochastic methods in reliability and risk management : …, (pp. 43-59). 2014
Persistent link: https://www.econbiz.de/10010238846
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Mixed band control of mutual proportional reinsurance
Taksar, Michael I.; Liu, John J.; Yuan, Jiguang - In: Journal of mathematical finance 3 (2013) 2, pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
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Razvitie strachovogo rynka Rossii v sovremennych uslovijach : sbornik naučnych trudov
Bachmatov, S. A. (contributor) - 2013
Persistent link: https://www.econbiz.de/10010350662
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SCOR Sweden Re : 100 years of swedish (re)insurance history
Larsson, Mats; Lönnborg, Mikael - 2014
Persistent link: https://www.econbiz.de/10011523878
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The strategic role of reinsurance in the United Kingdom's (UK) non-life insurance market
Upreti, Vineet; Adams, Michael B. - In: Journal of banking & finance 61 (2015), pp. 206-219
Persistent link: https://www.econbiz.de/10011545182
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Determinants of economic performance of non-life insurance industry
Chakraborty, Kalyan; Chakraborty, Joy; Sengupta, Partha P. - In: Journal of international business and economics : JIBE 16 (2016) 1, pp. 7-16
Persistent link: https://www.econbiz.de/10011459100
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The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2016) 2, pp. 65-76
Persistent link: https://www.econbiz.de/10011512827
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Analysing the determinants of credit risk for general insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
Persistent link: https://www.econbiz.de/10011536775
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Essays on insurance economics
Jia, Ruo - 2016
This dissertation consists of four essays on insurance economies. It aims to answer questions in the fields of … insurance transactions (Essays I and IV) as well as insurance operations and strategies (Essays II and III). These questions are … relevant both to the insurance academic community and to the insurance industry. The methodologies explored in the dissertation …
Persistent link: https://www.econbiz.de/10011565909