Pages that link to "Item:Q5430336"
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The following pages link to Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting (Q5430336):
Displaying 31 items.
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Optimal proportional reinsurance under dependent risks (Q394398) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
