Similar Search Results

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

Optimal insurance contract specification in the upstream sector of the oil and gas industry

Torraca, Ana Patrícia; Fanzeres, Bruno - In: European journal of operational research : EJOR 295 (2021) 2, pp. 718-732

Persistent link: https://www.econbiz.de/10013205999

Some optimisation problems in insurance with a terminal distribution constraint

Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 655-678

Persistent link: https://www.econbiz.de/10014383890

Optimal reinsurance to minimize the discounted probability of ruin under ambiguity

Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152

Persistent link: https://www.econbiz.de/10012058937

Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps

Li, Danping; Zeng, Yan; Yang, Hailiang - In: Scandinavian actuarial journal (2018) 2, pp. 145-171

Persistent link: https://www.econbiz.de/10011881073

An evolutionary strategy for multiobjective reinsurance optimization

Román, Sebastián; Villegas, Andrés M.; Villegas, Juan G. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1661-1677

Persistent link: https://www.econbiz.de/10012229185

Optimal deterministic investment strategies for insurers

Bäuerle, Nicole; Rieder, Ulrich - In: Risks : open access journal 1 (2013) 3, pp. 101-118

We consider an insurance company whose risk reserve is given by a Brownian motion with drift and which is able to …

Persistent link: https://www.econbiz.de/10010199019

Pricing cataastrophe bonds with multistage stochastic programming

Georgiopoulos, Nick - In: Computational Management Science : CMS 14 (2017) 3, pp. 297-312

Persistent link: https://www.econbiz.de/10011710821

A biased-randomized algorithm for optimizing efficiency in parametric earthquake (Re) insurance solutions

Bayliss, Christopher; Guidotti, Roberto; … - In: Computers & operations research : and their … 123 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012286309

Merton investment problems in finance and insurance for the Hawkes-Based models

Sviščuk, Anatolij - In: Risks : open access journal 9 (2021) 6, pp. 1-13

insurance (Propositions 1 and 2), i.e., for a wealth portfolio X(t) consisting of a bond and a stock price described by general … compound Hawkes process (GCHP), and for a capital R(t) (risk process) of an insurance company with the amount of claims … results in finance and insurance for those models. …

Persistent link: https://www.econbiz.de/10012598381