Pages that link to "Item:Q1413370"
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The following pages link to Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. (Q1413370):
Displaying 10 items.
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
- Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
