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Optimal risk control and dividend distribution policies : example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael I. - In: Finance and stochastics 4 (2000) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10001487076
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Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Dassios, Angelos; Jang, Ji-Wook - In: Finance and stochastics 7 (2003) 1, pp. 73-95
Persistent link: https://www.econbiz.de/10001724642
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Optimal dynamic reinsurance policies for large insurance portfolios
Taksar, Michael I.; Markussen, Charlotte - In: Finance and stochastics 7 (2003) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10001724646
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Stochastic orders in dynamic reinsurance markets
Møller, Thomas - In: Finance and stochastics 8 (2004) 4, pp. 479-499
Persistent link: https://www.econbiz.de/10002261433
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Optimal reinsurance via BSDEs in a partially observable model with jump clusters
Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; … - In: Finance and stochastics 28 (2024) 2, pp. 453-495
Persistent link: https://www.econbiz.de/10015130335