Pages that link to "Item:Q661206"
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The following pages link to Optimal joint survival reinsurance: an efficient frontier approach (Q661206):
Displaying 17 items.
- A new look at the homogeneous risk model (Q654830) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- Ruin problems for a discrete time risk model with non-homogeneous conditions (Q2868598) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal premium allocation under stop-loss insurance using exposure curves (Q5074250) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)
