The following pages link to Reinsurance and ruin (Q1381143):
Displaying 25 items.
- Risk theory and reinsurance. Translated from the French by Urmie Ray (Q371431) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- Ruin theory with excess of loss reinsurance and reinstatements (Q548371) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
- Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Chaotic and predictable representations for Lévy processes. (Q1879485) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
- Optimal reinsurance via Dirac-Feynman approach (Q2282738) (← links)
- Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647) (← links)
- Reinsurance–-a new approach (Q3083391) (← links)
- Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Ruin problems for epidemic insurance (Q5022271) (← links)
- Optimal lower barrier on modified surplus process (Q5106869) (← links)
- Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent (Q5422770) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
- An application in stochastics of the Laguerre-type polynomials (Q5946629) (← links)
- Minimization of ruin probability with joint strategies of investment and reinsurance (Q6115032) (← links)
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)
