Pages that link to "Item:Q3569710"
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The following pages link to Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710):
Displayed 21 items.
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
- A note on optimal insurance risk control with multiple reinsurers (Q515748) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)