Similar Search Results

Insurance pricing in an equilibrium model

Feng, Frank Yulin; Zeng, Xudong; Zhu, Guanxia - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 834-852

Persistent link: https://www.econbiz.de/10014383976

The theory of optimal stochastic control as applied to insurance underwriting cycles

Eckles, David L.; McCarthy, David; Zeng, Xudong - In: North American actuarial journal 20 (2016) 4, pp. 327-340

Persistent link: https://www.econbiz.de/10011721395

Non-Zero-Sum Stochastic Differential Reinsurance and Investment Games with Default Risk

Deng, Chao - 2018

This paper investigates implications of strategic interaction (competition) between two CARA insurers on their reinsurance and investment policies. The two insurers are concerned about their terminal wealth as well as the relative performance measured by the difference between their terminal...

Persistent link: https://www.econbiz.de/10012937259

Optimal risk/dividend distribution control models : applications to insurance

Taksar, Michael I. - 1999

Persistent link: https://www.econbiz.de/10001421303

Optimal risk and dividend distribution control models for an insurance company

Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10001488491

Controlling risk exposure and dividends payout schemes : insurance company example

Højgaard, Bjarne; Taksar, Michael - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 153-182

Persistent link: https://www.econbiz.de/10001372186

Mixed band control of mutual proportional reinsurance

Taksar, Michael I.; Liu, John J.; Yuan, Jiguang - In: Journal of mathematical finance 3 (2013) 2, pp. 256-267

Persistent link: https://www.econbiz.de/10010239577

On reinsurance and investment for large insurance portfolios

Luo, Shangzhen; Taksar, Michael I.; Tsoi, Allanus - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 434-444

Persistent link: https://www.econbiz.de/10003682573