scientific article; zbMATH DE number 6613567

MaRDI QIDQ2991302zbMATH OpenFDO

Authors Qi-Cai Li, Meng-Di Gu

Publication date 10 August 2016

zbMATH Keywords

reinsurancenet profit conditionutility functionstochastic dynamic programmingpremium principle

Mathematics Subject Classification ID

Recommendations

• Optimal reinsurance for both an insurer and a reinsurer under general premium principles
• Optimal reinsurance and investment under \(n\) dependent insurance businesses
• Optimal insurance in the presence of reinsurance
• Optimal reinsurance from the perspectives of both an insurer and a reinsurer
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business
• Optimal reinsurance arrangements in the presence of two reinsurers
• Optimal investment-reinsurance policy for an insurance company with VaR constraint
• Optimal proportional reinsurance-investment policies for an insurer under capital-at-risk constraint
• Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
• Optimal reinsurance with both proportional and fixed costs

Cited in

(2)

• Adjustment coefficient and reinsurance policy under two types businesses for insurer
• An insurer's optimal strategy towards a new independent business

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