-
1
-
-
0000549008
-
Optimal risk control and dividend distribution policies. Example of excess-of-loss reinsurance for an insurance corporation
-
Asmussen S, Højgaard B, Taksar M. Optimal risk control and dividend distribution policies. Example of excess-of-loss reinsurance for an insurance corporation. Finance Stoch, 2000, 4: 299-324.
-
(2000)
Finance Stoch
, vol.4
, pp. 299-324
-
-
Asmussen, S.1
Højgaard, B.2
Taksar, M.3
-
2
-
-
43849089862
-
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
-
Bai L H, Guo J Y. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Insurance Math Econom, 2008, 42: 968-975.
-
(2008)
Insurance Math Econom
, vol.42
, pp. 968-975
-
-
Bai, L.H.1
Guo, J.Y.2
-
3
-
-
77954456334
-
-
Browne S. Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin. Math Oper Res, 1995, 937-958.
-
-
-
-
4
-
-
0042771467
-
Betting systems which minimize the probability of ruin
-
Ferguson T. Betting systems which minimize the probability of ruin. J Soc Ind Appl Math, 1965, 13: 795-818.
-
(1965)
J Soc Ind Appl Math
, vol.13
, pp. 795-818
-
-
Ferguson, T.1
-
8
-
-
38649136227
-
On reinsurance and investment for large insurance portfolios
-
Luo S, Taksar M, Tsoi A. On reinsurance and investment for large insurance portfolios. Insurance Math Econom, 2007, 42: 434-444.
-
(2007)
Insurance Math Econom
, vol.42
, pp. 434-444
-
-
Luo, S.1
Taksar, M.2
Tsoi, A.3
-
9
-
-
33751309495
-
Minimizing the probability of ruin when claims follow Brownian motion with drift
-
Promislow D S, Young V R. Minimizing the probability of ruin when claims follow Brownian motion with drift. N Am Actuar J, 2005, 9: 109-128.
-
(2005)
N Am Actuar J
, vol.9
, pp. 109-128
-
-
Promislow, D.S.1
Young, V.R.2
-
10
-
-
85011522740
-
Optimal proportional reinsurance polices in a dynamic setting
-
Schmidli H. Optimal proportional reinsurance polices in a dynamic setting. Scand Actuar J, 2001, 1: 55-68.
-
(2001)
Scand Actuar J
, vol.1
, pp. 55-68
-
-
Schmidli, H.1
-
11
-
-
3142522557
-
Optimal dynamic reinsurance policies for large insurance portfolios
-
Takasr M, Markussen C. Optimal dynamic reinsurance policies for large insurance portfolios. Finance Stoch, 2003, 7: 97-121.
-
(2003)
Finance Stoch
, vol.7
, pp. 97-121
-
-
Takasr, M.1
Markussen, C.2
-
12
-
-
0002961815
-
A duality methods for optimal consumption and investment under short-selling prohibition: II Constant market coefficients
-
Xu G L, Shreve S E. A duality methods for optimal consumption and investment under short-selling prohibition: II Constant market coefficients. Ann Appl Probab, 1992, 2: 314-328.
-
(1992)
Ann Appl Probab
, vol.2
, pp. 314-328
-
-
Xu, G.L.1
Shreve, S.E.2
-
13
-
-
29144449796
-
Optimal investment for insurer with jump-diffusion risk process
-
Yang H L, Zhang L H. Optimal investment for insurer with jump-diffusion risk process. Insurance Math Econom, 2005, 37: 615-634.
-
(2005)
Insurance Math Econom
, vol.37
, pp. 615-634
-
-
Yang, H.L.1
Zhang, L.H.2
-
14
-
-
33847182033
-
Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting
-
Zhang X, Zhou M, Guo J Y. Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Appl Stoch Models Bus Ind, 2007, 23: 63-71.
-
(2007)
Appl Stoch Models Bus Ind
, vol.23
, pp. 63-71
-
-
Zhang, X.1
Zhou, M.2
Guo, J.Y.3
|