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isPartOf:"Convergence of capital and insurance markets"
~isPartOf:"Risk management and insurance review"
~isPartOf:"Scandinavian actuarial journal"
~subject:"proportional reinsurance"
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proportional reinsurance
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Convergence of capital and insurance markets
Risk management and insurance review
Scandinavian actuarial journal
Astin bulletin : the journal of the International Actuarial Association
2
IMA journal of management mathematics
1
International journal of financial engineering
1
Journal of risk and financial management : JRFM
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1
A Stackelberg-Nash equilibrium with investment and reinsurance in mixed leadership game
Zhang, Qingqing
;
Liang, Zhibin
;
Wang, Fudong
- In:
Scandinavian actuarial journal
2024
(
2024
)
7
,
pp. 705-738
Persistent link: https://www.econbiz.de/10015052478
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2
Proportional reinsurance and investment in multiple risky assets under borrowing constraint
Yener, Haluk
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 396-418
Persistent link: https://www.econbiz.de/10012262747
Saved in:
3
Robust reinsurance contracts with risk constraint
Wang, Ning
;
Siu, Tak Kuen
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 419-453
Persistent link: https://www.econbiz.de/10012262748
Saved in:
4
Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
Guan, Guohui
;
Wang, Xiaojun
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 677-699
Persistent link: https://www.econbiz.de/10012313721
Saved in:
5
Optimal proportional reinsurance with a loss-dependent premium principle
Hu, Duni
;
Wang, Hailong
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 752-767
Persistent link: https://www.econbiz.de/10012194996
Saved in:
6
Robust reinsurance contracts in continuous time
Hu, Duni
;
Chen, Shou
;
Wang, Hailong
- In:
Scandinavian actuarial journal
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011880792
Saved in:
7
A note on optimal expected utility of dividend payments with proportional reinsurance
Liang, Xiaoqing
;
Palmowski, Zbigniew
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 275-293
Persistent link: https://www.econbiz.de/10011881090
Saved in:
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