scientific article; zbMATH DE number 3566537
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Publication:4138470
Cited in
(17)- Premium valuation in international insurance
- On optimal dividend strategies in the compound Poisson model
- On a Markovian game model for competitive insurance pricing
- Insurance premiums and default risk in mutual insurance
- A game-theoretic model of reinsurance
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making
- Valuing catastrophe bonds involving correlation and CIR interest rate model
- Optimal dividend policy
- Law-invariant functionals that collapse to the mean: beyond convexity
- A discrete model for the problem of optimizing the activity of an insurance company
- The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
- Optimal dividends and capital injections in the dual model with a random time horizon
- Dividend-reinsurance strategy in the Sparre Andersen model
- Evaluation of portfolio of financial and insurance instruments: simulation of uncertainty
- On optimal proportional reinsurance and investment in a hidden Markov financial market
- Optimal dividend strategy in compound binomial model with bounded dividend rates
- Asymptotically optimal dividend policy for regime-switching compound Poisson models
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