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Stochastic differential reinsurance games with capital injections

Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun - In: Insurance / Mathematics & economics 88 (2019), pp. 7-18

Persistent link: https://www.econbiz.de/10012105353

Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64

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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers

Wang, Hao; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 85 (2019), pp. 104-114

Persistent link: https://www.econbiz.de/10011990618

Optimal dividend and reinsurance strategies with financing and liquidation value

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399

Persistent link: https://www.econbiz.de/10011576767

Optimal investment and reinsurance of an insurer with model uncertainty

Zhang, Xin; Siu, Tak Kuen - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 81-88

Persistent link: https://www.econbiz.de/10009517594

On optimal reinsurance, dividend and reinvestment strategies

Meng, Hui; Siu, Tak Kuen - In: Economic modelling 28 (2011) 1/2, pp. 211-218

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Optimal reinsurance policies with two reinsurers in continuous time

Meng, Hui; Zhou, Ming; Siu, Tak Kuen - In: Economic modelling 59 (2016), pp. 182-195

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Robust reinsurance contracts with risk constraint

Wang, Ning; Siu, Tak Kuen - In: Scandinavian actuarial journal 2020 (2020) 5, pp. 419-453

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Time-Consistent Investment-Reinsurance Strategies Towards Joint Interests of the Insurer and the Reinsurer Under CEV Models

Zhao, Hui - 2017

The present paper studies time-consistent solutions to an investment-reinsurance problem under a mean-variance framework. The paper is distinguished from other literature by taking into account the interests of both an insurer and a reinsurer jointly. The claim process of the insurer is governed...

Persistent link: https://www.econbiz.de/10012973274

Constrained investment-reinsurance optimization with regime switching under variance premium principle

Lv, Chen; Qian, Linyi; Shen, Yang; Wang, Wei - In: Insurance / Mathematics & economics 71 (2016), pp. 253-267

Persistent link: https://www.econbiz.de/10011630835