Minimizing the probability of ruin: Optimal per-loss reinsurance-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Minimizing the probability of ruin: Optimal per-loss reinsurance

Published:2018-09 Issue: Volume:82 Page:181-190
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Liang Xiaoqing,Young Virginia R.

Funder

National Natural Science Foundation of China

Natural Science Foundation of Hebei Province

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference17 articles.

1. Actuarial Mathematics;Bowers,1997

2. On the Mathematical Theory of Risk;Cramér,1930

3. Reinsurance arrangements maximizing insurer’s survival probability;Gajek;J. Risk Insurance,2004

4. Aspects of Risk Theory;Grandell,1991

5. Ordering of Risks: Theory and Actuarial Applications;van Heerwaarden,1991

Cited by 38 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown;Methodology and Computing in Applied Probability;2024-08-24

2. Optimal Timing of Business Conversion for Solvency Improvement;Acta Mathematicae Applicatae Sinica, English Series;2024-06-05

3. Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market;Computational and Applied Mathematics;2024-05-28

4. A hybrid reinsurance-investment game with delay and asymmetric information;Journal of Computational and Applied Mathematics;2024-04

5. Optimal Reinsurance Strategy Based on the Lundberg Exponent;Journal of Systems Science and Complexity;2024-03-20

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3