Optimal reinsurance in a compound Poisson risk model with dependence
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Publication:1786965
DOI10.1007/S12190-017-1150-ZzbMath1397.91294OpenAlexW2767965855MaRDI QIDQ1786965
Wei Wei, Zhibin Liang, Kam-Chuen Yuen
Publication date: 25 September 2018
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-017-1150-z
Related Items (4)
Optimal dividends and reinsurance with capital injection under thinning dependence ⋮ Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure ⋮ Optimal reinsurance and dividends with transaction costs and taxes under thinning structure ⋮ Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Cites Work
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- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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- On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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