Minimizing the ruin probability of risk processes with reinsurance

zbMATH Open1143.91347MaRDI QIDQ3526459FDOQ3526459

Authors: Ekaterina Todorova Kolkovska 

Publication date: 25 September 2008

Recommendations

• Ruin probabilities under optimal combining quota-share and excess of loss reinsurance
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• Reinsurance and ruin
• scientific article; zbMATH DE number 1984194

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cited In (10)

• Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model.
• Title not available (Why is that?)
• On ruin probability minimization under excess reinsurance
• Ruin probabilities under optimal combining quota-share and excess of loss reinsurance
• A couple Cox risk model about proportional reinsurance
• Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process
• An optimal co-reinsurance strategy
• Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
• Title not available (Why is that?)
• On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

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