Optimal reinsurance
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Publication:5585941
DOI10.2307/3212155zbMATH Open0191.50701OpenAlexW4255663970MaRDI QIDQ5585941FDOQ5585941
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
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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