Optimal reinsurance problems with extrapolative claim expectation
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Publication:4563345
DOI10.1002/oca.2335zbMath1390.93864OpenAlexW2685568615MaRDI QIDQ4563345
Hailong Wang, Shou Chen, Duni Hu
Publication date: 31 May 2018
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2335
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Related Items (4)
Reinsurance contract design with heterogeneous beliefs and learning ⋮ Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion ⋮ Optimal proportional reinsurance with a loss-dependent premium principle ⋮ Robust optimal reinsurance-investment strategy with price jumps and correlated claims
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