Optimal Dynamic XL Reinsurance
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- Optimal Dynamic Reinsurance
- scientific article; zbMATH DE number 5027121
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(54)- Optimization of risk bearing in a statistical model with reinsurance
- Calculation of the maximum retentions in XL reinsurance
- Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk
- Optimal dividend and investment problems under Sparre Andersen model
- Derivatives trading for insurers
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy
- Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model
- An optimal reinsurance problem in the Cramér-Lundberg model
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- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model
- On optimal investment and subexponential claims
- Reinsurance optimal strategy of a loss excess
- Optimal multidimensional reinsurance policies under a common shock dependency structure
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Exchangeability hypothesis and initial premium feasibility in XL reinsurance with reinstatements
- Maximization of the survival probability by franchise and deductible amounts in the classical risk model
- A continuous time solution for optimal claim limits in vehicle insurance
- Reinsurance control in a model with liabilities of the fractional Brownian motion type
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- Approximation of Optimal Reinsurance and Dividend Payout Policies
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- Optimal dynamic reinsurance strategies in multidimensional portfolio
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- Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
- scientific article; zbMATH DE number 5027121 (Why is no real title available?)
- Large deviations for risk processes with reinsurance
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
- Optimal insurance strategies in a risk process with restrictions on policyholder risks
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
- Constant elasticity of variance model for proportional reinsurance and investment strategies
- Optimal non-proportional reinsurance control
- Optimal risk management strategies in a diffusion risk process: a simultaneous problem
- Robust Risk Control with Reinsurance and CAT Bonds
- Optimal investment and reinsurance under exponential forward preferences
- Optimal reinsurance-investment strategy for a dynamic contagion claim model
- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments
- Excess of loss reinsurance under joint survival optimality
- Discrete-time insurance model with capital injections and reinsurance
- Dividend maximization under consideration of the time value of ruin
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