We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arrival process and the … by a marked point process with dual-predictable projection affected by an environmental factor and that the insurance … premia, which take into account risk fluctuations. Using stochastic control theory based on the Hamilton …

. The asset modeling framework leads to the proliferation of inappropriate assumptions about the effect of insurance line of … insurance parameter risk. …

We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of … visiting an insurance policy's states follows an F-doubly stochastic Markov chain, we describe different state-dependent types … of insurance benefits. These cover single payments at maturity, annuity-type payments and payments at the time of a …