scientific article; zbMATH DE number 5027121
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Publication:5469820
zbMATH Open1088.62127MaRDI QIDQ5469820FDOQ5469820
Authors: Aixiang Wang, Chenglin Qin 
Publication date: 26 May 2006
Title of this publication is not available (Why is that?)
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- Optimality of excess-loss reinsurance under a mean-variance criterion
- Optimal reinsurance under the standard deviation principle
- Mean-Variance Optimal Reinsurance Arrangements
Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20)
Cited In (6)
- Exchangeability hypothesis and initial premium feasibility in \(XL\) reinsurance with reinstatements
- Optimality of excess-loss reinsurance under a mean-variance criterion
- Optimal reinsurance under mean-variance premium principles
- Optimal Dynamic XL Reinsurance
- Calculation of the maximum retentions in XL reinsurance
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
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