Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer
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Publication:1639555
DOI10.1016/j.cam.2018.04.030zbMath1461.91264OpenAlexW2799540256MaRDI QIDQ1639555
Nan Zhang, Zhuo Jin, Lin-Yi Qian, Rong-Ming Wang
Publication date: 13 June 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.04.030
Related Items (9)
Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer ⋮ Risk transference constraints in optimal reinsurance ⋮ A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility ⋮ Actuarial pricing with financial methods ⋮ Robust reinsurance contracts with risk constraint ⋮ Omega ratio optimization with actuarial and financial applications ⋮ Optimal stop-loss reinsurance with joint utility constraints ⋮ Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks ⋮ Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games
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