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Insurance pricing in an equilibrium model
Feng, Frank Yulin
;
Zeng, Xudong
;
Zhu, Guanxia
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 834-852
Persistent link: https://www.econbiz.de/10014383976
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Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
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Mixed band control of mutual proportional reinsurance
Taksar, Michael I.
;
Liu, John J.
;
Yuan, Jiguang
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
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