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Dividends and reinsurance under a penalty for ruin

Liang, Zhibin; Young, Virginia R. - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 437-445

Persistent link: https://www.econbiz.de/10009544390

Variance and interest rate risk in unit-linked insurance policies

Baños, David; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador - In: Risks : open access journal 8 (2020) 3/84, pp. 1-23

One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In … stochastic interest rates to obtain the risk-free price for unit-linked life insurance contracts, as well as providing a perfect …

Persistent link: https://www.econbiz.de/10012293269

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670

Persistent link: https://www.econbiz.de/10010227909

Optimal retention for a stop-loss reinsurance with incomplete information

Hu, Xiang; Yang, Hailiang; Lianzeng, Zhang - In: Insurance / Mathematics & economics 65 (2015), pp. 15-21

Persistent link: https://www.econbiz.de/10011422850

The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation

Fan, Yuguang; Griffin, Philip S.; Maller, Ross A.; … - In: Risks : open access journal 5 (2017) 1, pp. 1-27

We compare two types of reinsurance: excess of loss (EOL) and largest claim reinsurance (LCR), each of which transfers … the payment of part, or all, of one or more large claims from the primary insurance company (the cedant) to a reinsurer …. The primary insurer’s point of view is documented in terms of assessment of risk and payment of reinsurance premium. A …

Persistent link: https://www.econbiz.de/10011636215

Robust optimal reinsurance and investment strategies for an AAI with multiple risks

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 89 (2019), pp. 63-78

Persistent link: https://www.econbiz.de/10012133510

Purchasing casualty insurance to avoid lifetime ruin

Young, Virginia R. - In: Insurance / Mathematics & economics 77 (2017), pp. 133-142

Persistent link: https://www.econbiz.de/10011783935

Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model

Zhao, Hui; Rong, Ximin; Zhao, Yonggan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 504-514

Persistent link: https://www.econbiz.de/10010227974

The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model

Li, Danping; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 27 (2016) 2, pp. 255-280

Persistent link: https://www.econbiz.de/10011567155

Optimal insurance pricing, reinsurance, and investment for a jump diffusion risk process under a competitive market

Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M. - In: The journal of insurance issues : official journal of … 40 (2017) 1, pp. 90-124

Persistent link: https://www.econbiz.de/10011732700