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Optimal expected utility of wealth for two dependent classes of insurance business
Gosio, Cristina; Lari, Ester C.; Ravera, Marina - In: Theoretical economics letters 3 (2013) 2, pp. 90-95
Persistent link: https://www.econbiz.de/10010239638
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The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2016) 2, pp. 65-76
Persistent link: https://www.econbiz.de/10011512827
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Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
Delong, Łukasz - In: Mathematical methods of operations research 89 (2019) 1, pp. 73-113
Persistent link: https://www.econbiz.de/10011991725
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Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
Gu, Ailing; Viens, Frederi G.; Yi, Bo - In: Insurance / Mathematics & economics 72 (2017), pp. 235-249
Persistent link: https://www.econbiz.de/10011694708
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Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang - In: Insurance / Mathematics & economics 80 (2018), pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
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Integration-segregation decisions under general value functions : "create your own bundle - choose 1, 2 or all 3!"
Egozcue, Martín; Massoni, Sébastien; Wong, Wing Keung; … - In: IMA journal of management mathematics 25 (2014) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10010242802
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Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
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Problem of multicurrency deposit diversification : three possible approaches to risk accounting
Zhukovskiy, Vladislav I.; Molostvov, Vitaly S.; … - In: International journal of operations and quantitative … 20 (2014) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010467909
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Real time investments with adequate portfolio theory
Kvietkauskieṅe, Alina - In: Entrepreneurial business and economics review : EBER 2 (2014) 4, pp. 85-100
Persistent link: https://www.econbiz.de/10011450055
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An optimal investment strategy for insurers in incomplete markets
Badaoui, Mohamed; Fernández Cabaleiro, Begoña; … - In: Risks : open access journal 6 (2018) 2, pp. 1-23
In this paper we consider the problem of an insurance company where the wealth of the insurer is described by a Cramér …
Persistent link: https://www.econbiz.de/10011865623