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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
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Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen - In: Scandinavian actuarial journal (2018) 10, pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
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Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Yuan, Yu; Liang, Zhibin; Han, Xia - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10013370644
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Non-zero-sum reinsurance and investment game under thinning dependence structure : mean-variance premium principle
Zhang, Caibin; Liang, Zhibin - In: Scandinavian actuarial journal 2024 (2024) 7, pp. 680-704
Persistent link: https://www.econbiz.de/10015052476
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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