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On central branch/reinsurance risk networks : exact results and heuristics
Avram, Florin; Loke, Sooie-Hoe - In: Risks : open access journal 6 (2018) 2, pp. 1-11
Modeling the interactions between a reinsurer and several insurers, or between a central management branch (CB) and several subsidiary business branches, or between a coalition and its members, are fascinating problems, which suggest many interesting questions. Beyond two dimensions, one cannot...
Persistent link: https://www.econbiz.de/10011866341
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A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time
Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823
Persistent link: https://www.econbiz.de/10012194999
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A note on optimal expected utility of dividend payments with proportional reinsurance
Liang, Xiaoqing; Palmowski, Zbigniew - In: Scandinavian actuarial journal (2018) 4, pp. 275-293
Persistent link: https://www.econbiz.de/10011881090
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An application of dynamic programming to assign pressing tanks at wineries
Palmowski, Zbigniew; Sidorowicz, Aleksandra - In: European journal of operational research : EJOR 287 (2020) 1, pp. 293-305
Persistent link: https://www.econbiz.de/10012293795