Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk
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Cites work
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- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
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- Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks
- Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond
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Cited in
(4)- Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model
- Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks
- Limit equations of adaptive Erlangization and their application to environmental management
- Alpha-maxmin mean-variance reinsurance-investment strategy under negative risk dependence between two markets
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