Dynamic risk-sharing game and reinsurance contract design (Q2415979): Difference between revisions

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+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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+Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
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+Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
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+Q3150773
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+Normal rank
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+Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty
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+Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value
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+Mean-variance asset-liability management with asset correlation risk and insurance liabilities
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+Non-zero-sum stochastic differential reinsurance and investment games with default risk
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+On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria
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+Optimal Insurance and Reinsurance Policies in the Risk Process
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+Aspects of risk theory
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+Optimal Dynamic XL Reinsurance
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+Optimal risk control for a large corporation in the presence of returns on investments
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+Robust reinsurance contracts in continuous time
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+Robust reinsurance contracts with uncertainty about jump risk
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+Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model
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+The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
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+Optimal dynamic reinsurance with dependent risks: variance premium principle
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+On reinsurance and investment for large insurance portfolios
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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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+Q5434181
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Optimal non-proportional reinsurance control and stochastic differential games
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+Stochastic Pareto-optimal reinsurance policies
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+Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
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+Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models
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