Optimal prevention strategies in the classical risk model

DOI10.1016/J.INSMATHECO.2020.02.003MaRDI QIDQ2306103zbMATH OpenOpenAlexFDO

Authors Romain Gauchon, Stéphane Loisel, Jean-Louis Rullière, Julien Trufin

Publication date 20 March 2020

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://dipot.ulb.ac.be/dspace/bitstream/2013/303364/3/OptimalPreventionStrategiesDiffusion.pdf

zbMATH Keywords

insuranceoptimal prevention strategypreventionruin theoryself-protection

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• Approximations to ruin probability in the presence of an upper absorbing barrier
• scientific article; zbMATH DE number 3364607 (Why is no real title available?)
• On minimizing the ruin probability by investment and reinsurance
• Optimal proportional reinsurance policies for diffusion models with transaction costs
• Self-insurance, self-protection and increased risk aversion
• Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
• Strategies for dividend distribution: a review

Cited in

(15)

• Optimal preventive examination strategy with competing risks
• The market value of preventive activities: A contingent-claims approach
• The cumulative effect of risk compensation on infection preventive measures
• The impact of prudence on optimal prevention revisited
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• Prevention in two‐period time and its extension health risk model
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
• Equilibrium reinsurance and protection strategies for mean-variance insurers under mean-standard-deviation premium principle
• A novel approximation method for computing the adjustment coefficient of a nonlinear Cramér-Lundberg risk model with gamma claims
• Self-protection and insurance demand under time-inconsistent mean-variance framework
• Optimal prevention-reinsurance strategies in diffusion approximation risk models
• Moral hazard in insurance markets with distortion risk measures
• Self-protection and self-insurance for general risk models via a BSDEs approach
• Prevention efforts, insurance demand and price incentives under coherent risk measures
• Insurance vs. loss prevention - an actuarial approach

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