OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868): Difference between revisions

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+Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
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+Optimal Proportional Reinsurance and Ruin Probability
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+Mean-Variance Optimal Reinsurance Arrangements
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+Optimal reinsurance under mean-variance premium principles
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Optimal Portfolios with Bounded Capital at Risk
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+On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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+Aspects of risk theory
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+Q3158278
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+Measuring the effects of reinsurance by the adjustment coefficient
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+Q3868650
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+Optimal reinsurance under VaR and CTE risk measures
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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+Excess of loss reinsurance limits
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+Q3994923
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+On reinsurance and investment for large insurance portfolios
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+Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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+Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions
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