Threshold control of mutual insurance with limited commitment
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Publication:938041
DOI10.1016/J.INSMATHECO.2008.03.011zbMATH Open1140.91430OpenAlexW2135772562MaRDI QIDQ938041FDOQ938041
Authors: Jia Yan, John J. Liu, Kevin X. Li 
Publication date: 18 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.03.011
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Cites Work
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- Controlled diffusion models for optimal dividend pay-out
- Optimal dynamic reinsurance policies for large insurance portfolios
- Optimal risk control for a large corporation in the presence of returns on investments
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- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Optimal proportional reinsurance policies for diffusion models with transaction costs
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
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- An optimal control problem with a random stopping time
- Premium allocation and risk avoidance in a large firm: A continuous model
Cited In (6)
- QVI characterization of contingent options in marine mutual insurance
- Valuation of information-sharing in marine mutual insurance
- Optimal design for network mutual aid
- Optimal long-term contracts with disability insurance under limited commitment
- Insurance premiums and default risk in mutual insurance
- Premium risk and managed care
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