Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399): 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
@@ Property / cites work: Stochastic Optimization in Insurance / rank @@
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+An optimal reinsurance problem in the Cramér-Lundberg model
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+Q3136505
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+On the Time Value of Ruin
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+On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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+Optimal non-proportional reinsurance control
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+Optimal Dynamic XL Reinsurance
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+Q5302587
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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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+Some mathematical aspects of reinsurance
@@ Property / cites work: Some mathematical aspects of reinsurance / rank @@
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