Optimal reinsurance
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Publication:5585941
DOI10.2307/3212155zbMath0191.50701OpenAlexW4255663970MaRDI QIDQ5585941
Publication date: 1970
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212155
Related Items (9)
Optimal control of risk exposure, reinsurance and investments for insurance portfolios ⋮ Discrete-time insurance model with capital injections and reinsurance ⋮ Optimum excess-loss reinsurance: A dynamic framework ⋮ Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy ⋮ Optimal reinsurance with a rescuing procedure ⋮ Optimal proportional reinsurance policies for diffusion models with transaction costs ⋮ The Dividend Problem in a Diffusive Stochastic Model ⋮ Optimal proportional reinsurance policies for diffusion models ⋮ Optimal investment for insurer with jump-diffusion risk process
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