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Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 345-375
Persistent link: https://www.econbiz.de/10011515664
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2
Robust and Pareto optimality of insurance contracts
Asimit, Alexandru V.
;
Bignozzi, Valeria
;
Cheung, Ka Chun
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 720-732
Persistent link: https://www.econbiz.de/10011798900
Saved in:
3
Optimal risk transfer : a numerical optimization approach
Asimit, Alexandru V.
;
Gao, Tao
;
Hu, Junlei
;
Kim, Eun-Seok
- In:
North American actuarial journal
22
(
2018
)
3
,
pp. 341-364
Persistent link: https://www.econbiz.de/10012268074
Saved in:
4
Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 67-81
Persistent link: https://www.econbiz.de/10012058915
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