Optimal reinsurance under a new design: two layers and multiple reinsurers
From MaRDI portal
Publication:6587741
DOI10.1080/14697688.2024.2349019zbMATH Open1542.91352MaRDI QIDQ6587741FDOQ6587741
Authors: Dingjun Yao, Jinxia Zhu
Publication date: 14 August 2024
Published in: Quantitative Finance (Search for Journal in Brave)
Cites Work
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Aspects of risk theory
- Optimal risk transfer under quantile-based risk measurers
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach
- Optimal reinsurance arrangements in the presence of two reinsurers
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Optimal dividend payouts for diffusions with solvency constraints
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
- Dividends and reinsurance under a penalty for ruin
- Optimal risk and liquidity management with costly refinancing opportunities
- A note on optimal insurance risk control with multiple reinsurers
- Optimal dividend and reinsurance in the presence of two reinsurers
- Optimal dividend problem with a nonlinear regular-singular stochastic control
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability
- Optimal reinsurance with expectile
- Optimal risk control and dividend policies under excess of loss reinsurance
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
Cited In (1)
This page was built for publication: Optimal reinsurance under a new design: two layers and multiple reinsurers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6587741)