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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora - In: Finance and stochastics 27 (2023) 2, pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
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Optimal reinsurance from an optimal transport perspective
Acciaio, Beatrice; Albrecher, Hansjörg; García … - In: Insurance : mathematics and economics 122 (2025), pp. 194-213
Persistent link: https://www.econbiz.de/10015432078
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Duality in ruin problems for ordered risk models
Goffard, Pierre-Olivier; Lefevre, Claude - In: Insurance / Mathematics & economics 78 (2018), pp. 44-52
Persistent link: https://www.econbiz.de/10011825076