An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366): Difference between revisions

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+Q3560912
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Stochastic Optimization in Insurance
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+Markov decision processes with applications to finance.
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+On the expectation of total discounted operating costs up to default and its applications
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+Measuring the effects of reinsurance by the adjustment coefficient
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+Optimal Dynamic XL Reinsurance
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+Optimal proportional reinsurance policies for diffusion models
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+Optimal proportional reinsurance policies for diffusion models with transaction costs
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Worst-case-optimal dynamic reinsurance for large claims
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+Optimal risk control and dividend policies under excess of loss reinsurance
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+On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
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+On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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+Optimal risk and dividend distribution control models for an insurance company
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+Some mathematical aspects of reinsurance
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