Stochastic Pareto-optimal reinsurance policies
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Publication:2015633
DOI10.1016/j.insmatheco.2013.09.006zbMath1290.91104OpenAlexW2068513563MaRDI QIDQ2015633
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.006
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- On absolute ruin minimization under a diffusion approximation model
- A stochastic differential reinsurance game
- Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
- Optimal reinsurance under mean-variance premium principles
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