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Dependent risks and excess of loss reinsurance
1 references·5 citing·17 second hop
Dependent risks and excess of loss reinsurance (2005)Dependent risks and excess of loss reinsu…Risk, Decision and Rationality (1988)Risk, Decision and RationalitySimple risk measure calculations for sums of positive random variables (2013)Simple risk measure calculati…Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance (2011)Optimal Mixed Impulse-Equity …Optimal Risk Control for The Excess of Loss Reinsurance Policies (2010)Optimal Risk Control for The …Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (2010)Optimal combining quota-share…On optimal reinsurance, dividend and reinvestment strategies (2010)On optimal reinsurance, divid…Aspects of Risk Theory (1991)Controlled markov processes and viscosity solutions (1994)Controlled Markov Processes and Viscosity Solutions (2005)Optimal Reinsurance Revisited – Point of View of Cedent and Reinsurer (2011)Optimality of excess-loss reinsurance under a mean–variance criterion (2017)Optimum consumption and portfolio rules in a continuous-time model (1971)Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (2020)Controlled diffusion models for optimal dividend pay-out (1997)An introduction to mathematical risk theory (1979)On the Time Value of Ruin (1998)Dividends and reinsurance under a penalty for ruin (2012)On the coherence of expected shortfall (2002)Statistical Size Distributions in Economics and Actuarial Sciences (2003)Quantitative Risk Management (2012)Building Criteria: A Prerequisite for MCDA (1990)Decision science or decision-aid science? (1993)Preference, Value, Choice, and Welfare (2011)
this work references cited by second hop

References

  • 1988Risk, Decision and Rationality176 cited

Cited by

  • 2010Optimal Risk Control for The Excess of Loss Reinsurance Policies45 cited
  • 2010On optimal reinsurance, dividend and reinvestment strategies43 cited
  • 2011Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance39 cited
  • 2010Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility31 cited
  • 2013Simple risk measure calculations for sums of positive random variables27 cited

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