Optimal time for the excess of loss reinsurance with fixed costs
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model;A;Journal of Computational and Applied Mathematics,2018
2. Optimal risk control and dividend distribution policies: Example of excess-of-loss reinsurance for an insurance corporation;Asmussen;Finance and Stochastics,2000
3. Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes;Bai;Quantitative Finance,2010
4. Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs;Cheng;Journal of Industrial and Management Optimization,2018
5. Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction;Choulli;Quantitative Finance,2001
Cited by 4 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. Irreversible reinsurance: minimization of capital injections in presence of a fixed cost;Mathematics and Financial Economics;2024-08-04
2. Optimal Timing of Business Conversion for Solvency Improvement;Acta Mathematicae Applicatae Sinica, English Series;2024-06-05
3. Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost;2023
4. Designing of Optimal Reinsurance Indemnity;Mathematics;2022-10-06
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