Optimal insurance risk control with multiple reinsurers
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Recommendations
- A note on optimal insurance risk control with multiple reinsurers
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Cites work
- Approximation of Optimal Reinsurance and Dividend Payout Policies
- Aspects of risk theory
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Impulse control of proportional reinsurance with constraints
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
- Optimal dividends with debts and nonlinear insurance risk processes
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
- Optimal impulse control with variance premium principle
- Optimal mixed impulse-equity insurance control problem with reinsurance
- Optimal non-proportional reinsurance control
- Optimal reinsurance arrangements in the presence of two reinsurers
- Optimal reinsurance for variance related premium calculation principles
- Optimal reinsurance under variance related premium principles
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimal risk control for the excess of loss reinsurance policies
- Optimal risk transfer under quantile-based risk measurers
- Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
Cited in
(22)- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
- Optimal Insurance and Reinsurance Policies in the Risk Process
- An optimal co-reinsurance strategy
- Reinsurance games with two reinsurers: tree versus chain
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process
- Optimal dividend and risk control strategies for an insurer with two groups of reinsurers
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent
- Optimal stop-loss reinsurance with joint utility constraints
- Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
- Optimal reinsurance with multiple tranches
- Stochastic differential game strategies in the presence of reinsurance and dividend payout
- Optimal combined dividend and reinsurance policies under interest rate in Lévy markets
- A note on optimal insurance risk control with multiple reinsurers
- Optimal reinsurance with positively dependent risks
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model
- Optimal dividend strategies with reinsurance under contagious systemic risk
- A continuous-time theory of reinsurance chains
- Multidimensional insurance model with risk-reducing treaty
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach
- Continuous-time optimal reinsurance strategy with nontrivial curved structures
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure
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