Optimal non-proportional reinsurance control (Q661244): Difference between revisions

@@ Property / author @@
+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.04.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2087520527
@@ Property / OpenAlex ID: W2087520527 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment for investors with state dependent income, and for insurers
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic XL Reinsurance
@@ Property / cites work: Optimal Dynamic XL Reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Likely path to extinction in simple branching models with large initial population
+Normal rank
@@ Property / cites work @@
+Stochastic control problems where small intervention costs have big effects
+Normal rank
@@ Property / cites work @@
+Optimal reinsurances
@@ Property / cites work: Optimal reinsurances / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank