Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
From MaRDI portal
Publication:5878640
DOI10.1080/03461238.2022.2075282OpenAlexW4280519374MaRDI QIDQ5878640
Publication date: 21 February 2023
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2022.2075282
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal non-proportional reinsurance control
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model
- Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital
- Optimal reinsurance under dynamic VaR constraint
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
- Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
- Optimal Dynamic XL Reinsurance
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
- Optimal Reinsurance Design: A Mean-Variance Approach
This page was built for publication: Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process