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Optimal Dynamic Proportional and Excess of Loss Reinsurance under Dependent Risks
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Modern Economy
Vol.7 No.6
,June 15, 2016
DOI:
10.4236/me.2016.76075
1,913
Downloads
2,671
Views
Citations
A Reinsurance Approach in a Two-Dimensional Model with Dependent Risks
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Modern Economy
Vol.10 No.7
,July 25, 2019
DOI:
10.4236/me.2019.107115
630
Downloads
1,126
Views
Citations
Dynamic Reinsurance Strategy
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.13 No.3
,August 9, 2023
DOI:
10.4236/jmf.2023.133018
87
Downloads
471
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Applications
Stop-Loss Reinsurance Threshold for Dependent Risks
(Articles)
Agnella Nemuo Mandia
,
Patrick Guge Oloo Weke
,
Joseph Kyalo Mung’atu
Journal of Mathematical Finance
Vol.13 No.3
,August 11, 2023
DOI:
10.4236/jmf.2023.133019
84
Downloads
467
Views
Citations
Optimal Proportional Reinsurance in a Bivariate Risk Model
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Modern Economy
Vol.6 No.6
,June 8, 2015
DOI:
10.4236/me.2015.66062
3,141
Downloads
4,030
Views
Citations
Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle
(Articles)
Yuzhen Wen
Applied Mathematics
Vol.9 No.7
,July 25, 2018
DOI:
10.4236/am.2018.97056
971
Downloads
1,932
Views
Citations
Computation of Reinsurance Premiums by Incorporating a Composite Lognormal Model in a Risk-Adjusted Premium Principle
(Articles)
Gilbert Chambashi
,
Wamulume Mushala
,
Clement Mwaanga
,
Chilayi Mayondi
,
Bupe Kolosa
,
Levy K. Matindih
,
Edwin Moyo
Journal of Mathematical Finance
Vol.13 No.1
,January 19, 2023
DOI:
10.4236/jmf.2023.131001
115
Downloads
752
Views
Citations
Optimal Expected Utility of Wealth for Two Dependent Classes of Insurance Business
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Theoretical Economics Letters
Vol.3 No.2
,April 30, 2013
DOI:
10.4236/tel.2013.32015
4,580
Downloads
7,085
Views
Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint
(Articles)
Jingzhen Liu
,
Ka Fai Cedric Yiu
,
Ryan C. Loxton
,
Kok Lay Teo
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34046
4,192
Downloads
7,533
Views
Citations
Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference
(Articles)
Silas A. Ihedioha
,
Bright O. Osu
Open Access Library Journal
Vol.2 No.12
,December 29, 2015
DOI:
10.4236/oalib.1102033
997
Downloads
1,729
Views
Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities
(Articles)
Nguyen Quang Chung
Journal of Mathematical Finance
Vol.7 No.4
,November 29, 2017
DOI:
10.4236/jmf.2017.74053
918
Downloads
1,838
Views
Citations
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures
(Articles)
Yuxia Huang
,
Chuancun Yin
Journal of Mathematical Finance
Vol.9 No.1
,January 17, 2019
DOI:
10.4236/jmf.2019.91002
974
Downloads
1,784
Views
Citations
Optimal Excess-of-Loss Reinsurance and Investment Problem for Insurers with Loss Aversion
(Articles)
Qingya Sun
,
Ximin Rong
,
Hui Zhao
Theoretical Economics Letters
Vol.9 No.4
,April 29, 2019
DOI:
10.4236/tel.2019.94073
684
Downloads
1,477
Views
Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions
(Articles)
Charles Kusaya
,
Memory Mandiudza
,
Nicholas Mwareya
,
Confess Matete
,
Leonard Shambira
,
Nyashadzashe Ngaza
Journal of Mathematical Finance
Vol.11 No.2
,April 1, 2021
DOI:
10.4236/jmf.2021.112010
390
Downloads
897
Views
Citations
Pareto-Optimal Reinsurance Policies under TrTVaR Risk Measure
(Articles)
Yadong Li
,
Ying Fang
Journal of Financial Risk Management
Vol.10 No.3
,August 30, 2021
DOI:
10.4236/jfrm.2021.103015
196
Downloads
772
Views
Citations
Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework
(Articles)
Zied Chaieb
,
Djibril Gueye
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123031
145
Downloads
625
Views
Citations
Pareto-Optimal Reinsurance Based on TVaR Premium Principle and Vajda Condition
(Articles)
Fengzhu Chang
,
Ying Fang
Open Journal of Applied Sciences
Vol.13 No.10
,October 18, 2023
DOI:
10.4236/ojapps.2023.1310131
54
Downloads
261
Views
Citations
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