Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost

Author:

Federico Salvatore,Ferrari Giorgio,Torrente Maria-Laura

Publisher

Elsevier BV

Reference27 articles.

1. Risk and Insurance

2. Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences;M Brachetta;Mathematics,2021

3. Convex Solutions of Implicit Relations;W A Brock;Mathematics Magazine,1966

4. A Change of Variable Formula with Applications to Multi-dimensional Optimal Stopping Problems;C Cai;Stochastic Processes and their Applications,2023

5. Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach;C W Chang;Symposium on Catastrophic Risk,1996

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