Optimal control of investment, premium and deductible for a non-life insurance company
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Publication:2665865
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Cites work
- scientific article; zbMATH DE number 5223066 (Why is no real title available?)
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
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- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- Optimal Premium Control in a Non-life Insurance Business
- Optimal investment and premium control in a nonlinear diffusion model
- Optimal investment for insurer with jump-diffusion risk process
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Cited in
(7)- Risk- and value-based management for non-life insurers under solvency constraints
- Optimal Premium Control in a Non-life Insurance Business
- Optimal investment strategy for a non-life insurance company: quadratic loss
- Optimal per claim deductibility in insurance with the possibility of risky investments
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- Irreversible reinsurance: a singular control approach
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