The following pages link to Optimal Dynamic XL Reinsurance (Q4661680):
Displaying 39 items.
- Optimal investment and reinsurance strategy (Q355312) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Optimal proportional reinsurance under dependent risks (Q394398) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Optimal insurance strategies in a risk process with restrictions on policyholder risks (Q612168) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Optimal non-proportional reinsurance control (Q661244) (← links)
- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Optimization of risk bearing in a statistical model with reinsurance (Q1040542) (← links)
- Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (Q1675836) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model (Q1941910) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
- On optimal investment and subexponential claims (Q2483945) (← links)
- Reinsurance optimal strategy of a loss excess (Q2513221) (← links)
- Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933) (← links)
- Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097) (← links)
- Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
- Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Optimal dynamic reinsurance strategies in multidimensional portfolio (Q4964407) (← links)
- Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
- (Q5091888) (← links)
- Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)
- Large deviations for risk processes with reinsurance (Q5754682) (← links)
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640) (← links)
