Pages that link to "Item:Q2404539"
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The following pages link to De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539):
Displaying 4 items.
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy (Q2218140) (← links)
- Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
