Pages that link to "Item:Q4661697"

The following pages link to On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697):

Displaying 29 items.

• Optimal proportional reinsurance under dependent risks (Q394398) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← 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)
• An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• Optimisation in Non-Life Insurance (Q3424145) (← links)
• RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Optimal Proportional Reinsurance and Ruin Probability (Q5423134) (← links)
• Large deviations for risk processes with reinsurance (Q5754682) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
• Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
• Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
• Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
• Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification (Q6648327) (← links)