Pages that link to "Item:Q289286"
From MaRDI portal
The following pages link to Optimal insurance risk control with multiple reinsurers (Q289286):
Displaying 16 items.
- Optimal reinsurance with multiple tranches (Q306745) (← links)
- An optimal co-reinsurance strategy (Q343986) (← links)
- A note on optimal insurance risk control with multiple reinsurers (Q515748) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) (← links)
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Optimal reinsurance with positively dependent risks (Q2427807) (← links)
- Stochastic differential game strategies in the presence of reinsurance and dividend payout (Q2691341) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
