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Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong, (2013)
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing, (2018)
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M., (2020)
Optimal investment for investors with state dependent income, and for insurers
Hipp, Christian, (2000)
Hedging: simultane Kontrolle von Versicherungsrisiko und Kapitalanlagerisiko
Hipp, Christian, (1994)
Verallgemeinerte lineare Modelle mit Potenz-Varianzfunktion
Hipp, Christian, (2004)