Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital
From MaRDI portal
Publication:2290401
Recommendations
- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments
- Optimal insurance strategies in a risk process with restrictions on policyholder risks
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
- Optimal insurance under the insurer's risk constraint
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model
Cites work
- scientific article; zbMATH DE number 3850843 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3185359 (Why is no real title available?)
- Optimal indemnity contracts
- Optimal reinsurance design: a mean-variance approach
- Optimal reinsurance subject to Vajda condition
- Optimal reinsurance under VaR and CTE risk measures
- Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
- Optimization of risk bearing in a statistical model with reinsurance
- Problems in stochastic programming with probabilistic criteria
- Tail Conditional Expectations for Elliptical Distributions
Cited in
(13)- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments
- On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts
- scientific article; zbMATH DE number 6453031 (Why is no real title available?)
- Optimal insurance in the presence of insurer's loss limit
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
- Barrier present value maximization for a diffusion model of insurance surplus
- Optimal insurance strategies in a risk process with restrictions on policyholder risks
- Optimal decision rule in forming an insurance portfolio
- Optimal insurance under the insurer's risk constraint
- The effect of risk constraints on the optimal insurance policy
- An optimal insurance strategy for an individual under an intertemporal equilibrium
- An insurer's optimal strategy towards a new independent business
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model
This page was built for publication: Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2290401)
