scientific article; zbMATH DE number 7564595
From MaRDI portal
Publication:5091888
DOI10.57805/revstat.v20i2.367zbMath1491.62153MaRDI QIDQ5091888
M. L. Centeno, A. Bugalho de Moura
Publication date: 27 July 2022
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
copulasexpected utilityreinsuranceadjustment coefficientdependent riskspremium calculation principles
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Ruin theory with excess of loss reinsurance and reinstatements
- The optimal reinsurance strategy -- the individual claim case
- Optimal reinsurance under convex principles of premium calculation
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Measuring the effects of reinsurance by the adjustment coefficient
- Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model.
- Insurer's optimal reinsurance strategies
- Banach contraction principle and ruin probabilities in regime-switching models
- Robust and Pareto optimality of insurance contracts
- Minimizing the probability of ruin: optimal per-loss reinsurance
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
- Optimal reinsurance under dynamic VaR constraint
- Optimal reinsurance with positively dependent risks
- On the deficit distribution when ruin occurs -- discrete time model
- An extension of Arrow's result on optimality of a stop loss contract
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
- Dependent risks and excess of loss reinsurance
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- CDF formulation for solving an optimal reinsurance problem
- Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process
- Optimal Dynamic XL Reinsurance
This page was built for publication:
