Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model
From MaRDI portal
Publication:1936035
DOI10.1155/2012/802518zbMATH Open1257.91026OpenAlexW2079350322WikidataQ58700764 ScholiaQ58700764MaRDI QIDQ1936035FDOQ1936035
Authors: Yan Li, Guoxin Liu 
Publication date: 21 February 2013
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/802518
Recommendations
Cites Work
- Optimal dynamic reinsurance policies for large insurance portfolios
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Title not available (Why is that?)
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Title not available (Why is that?)
- Some results on ruin probabilities in a two-dimensional risk model.
- On the first time of ruin in the bivariate compound Poisson model
- On the ruin probabilities of a bidimensional perturbed risk model
- Optimal proportional reinsurance policies for diffusion models with transaction costs
- On minimizing the ruin probability by investment and reinsurance
- Optimal proportional reinsurance policies for diffusion models
- Survival probability for a two-dimensional risk model
- Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case
- On a correlated aggregate claims model with Poisson and Erlang risk processes.
- Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case
- On Cramér-Lundberg approximations for ruin probabilities under optimal excess of loss reinsurance
Cited In (6)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
- Title not available (Why is that?)
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process
- A two-dimensional risk model with proportional reinsurance
- On Cramér-Lundberg approximations for ruin probabilities under optimal excess of loss reinsurance
This page was built for publication: Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1936035)
