Optimal Insurance and Reinsurance Policies in the Risk Process

DOI10.2143/AST.38.2.2033346zbMath1256.91028OpenAlexW4236681964MaRDI QIDQ3634584

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Publication date: 25 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.2.2033346

Mathematics Subject Classification ID

Related Items (9)

Optimal investment and reinsurance strategies for an insurer with stochastic economic factor ⋮ Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments ⋮ Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk ⋮ Optimal insurance strategies in a risk process with restrictions on policyholder risks ⋮ Dynamic risk-sharing game and reinsurance contract design ⋮ Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model ⋮ The bounds of premium and optimality of stop loss insurance under uncertain random environments ⋮ STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE ⋮ Optimization of risk bearing in a statistical model with reinsurance

Cites Work

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• Franchise optimization in the static insurance model
• On minimizing the ruin probability by investment and reinsurance
• Pareto-optimal Contracts in an Insurance Market

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