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Optimisation of drawdowns by generalised reinsurance in the classical risk model

Brinker, Leonie Violetta; Schmidli, Hanspeter - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 635-665

Persistent link: https://www.econbiz.de/10014443759

Special Issue "Interplay Between Financial and Actuarial Mathematics II"

Constantinescu, Corina; Eisenberg, Julia - In: Risks : open access journal 12 (2024) 11, pp. 1-2

Persistent link: https://www.econbiz.de/10015135921

Optimal dividends under a stochastic interest rate

Eisenberg, Julia - In: Insurance / Mathematics & economics 65 (2015), pp. 259-266

Persistent link: https://www.econbiz.de/10011428670

The impact of negative interest rates on optimal capital injections

Eisenberg, Julia; Krühner, Paul - In: Insurance / Mathematics & economics 82 (2018), pp. 1-10

Persistent link: https://www.econbiz.de/10011929772

A note on the optimal dividends paid in a foreign currency

Eisenberg, Julia; Krühner, Paul - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 67-73

Persistent link: https://www.econbiz.de/10011730243

Optimal dividends paid in a foreign currency for a Lévy insurance risk model

Eisenberg, Julia; Palmowski, Zbigniew - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 417-437

Persistent link: https://www.econbiz.de/10012623439

Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model

Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane - In: Risks : open access journal 9 (2021) 4, pp. 1-25

In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company's surplus process is assumed to follow a Brownian motion with drift, and the reinsurance...

Persistent link: https://www.econbiz.de/10012508723

Transforming public pensions : a mixed scheme with a credit granted by the state

Boado-Penas, M. Carmen; Eisenberg, Julia; Korn, Ralf - In: Insurance / Mathematics & economics 96 (2021), pp. 140-152

Persistent link: https://www.econbiz.de/10012482791

Managing reputational risk in the decumulation phase of a pension fund

Boado-Penas, M. Carmen; Brinker, Leonie V.; Eisenberg, Julia - In: Insurance / Mathematics & economics 109 (2023), pp. 52-68

Persistent link: https://www.econbiz.de/10014282469

Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes

Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - 2024

Persistent link: https://www.econbiz.de/10014631072