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Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen, (2024)
Optimal expected utility of wealth for two dependent classes of insurance business
Gosio, Cristina, (2013)
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan, (2013)
Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole, (2004)
Markov decision processes with Average-Value-at-Risk criteria
Bäuerle, Nicole, (2011)
Minimizing spectral risk measures applied to Markov decision processes
Bäuerle, Nicole, (2021)