Optimal reinsurance

DOI10.2307/3212155MaRDI QIDQ5585941zbMATH OpenOpenAlexFDO

Authors P. W. A. Dayananda

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

zbMATH Keywords

operations research

Cited in

(9)

• Optimal investment for insurer with jump-diffusion risk process
• Optimal proportional reinsurance policies for diffusion models
• The Dividend Problem in a Diffusive Stochastic Model
• Optimal proportional reinsurance policies for diffusion models with transaction costs
• Discrete-time insurance model with capital injections and reinsurance
• Optimum excess-loss reinsurance: A dynamic framework
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios
• Optimal reinsurance with a rescuing procedure
• Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

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