Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562): Difference between revisions

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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Measuring the effects of reinsurance by the adjustment coefficient
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+Dependent risks and excess of loss reinsurance
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+Q3158278
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q4032143
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+Aspects of risk theory
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+Optimal Dynamic XL Reinsurance
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+Optimal proportional reinsurance policies for diffusion models
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Optimization Problems in the Theory of Continuous Trading
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+Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions
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+Optimal Proportional Reinsurance and Ruin Probability
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+Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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+Optimum consumption and portfolio rules in a continuous-time model
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+Applied stochastic control of jump diffusions.
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+On minimizing the ruin probability by investment and reinsurance
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+Q5434181
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+Excess of loss reinsurance limits
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
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