Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting
Author:
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modelling and Simulation
Reference19 articles.
1. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
2. Optimal Proportional Reinsurance Policies in a Dynamic Setting
3. On minimizing the ruin probability by investment and reinsurance
4. Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
5. Optimization of the flow of dividends
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4. Optimal time for the excess of loss reinsurance with fixed costs;International Review of Economics & Finance;2022-05
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