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Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models
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Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (2005)Truncated Stop Loss as Optimal Reinsuranc…Encyclopedia of Actuarial Science (2006)Encyclopedia of Actuarial Sci…Optimal Dividends (2004)Optimal DividendsUNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)UNCERTAINTY AND THE WELFARE E…On minimizing the ruin probability by investment and reinsurance (2002)On minimizing the ruin probab…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Optimal Proportional Reinsura…Ruin Probabilities (2000)Ruin ProbabilitiesOptimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (2000)Optimal risk control and divi…Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (1999)Controlling Risk Exposure and…Aspects of Risk Theory (1991)Aspects of Risk TheoryProspect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …An Economic Premium Principle (1980)An Economic Premium PrincipleProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …An introduction to mathematical risk theory (1979)An introduction to mathematic…Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Point Processes and Queues (1981)Optimal investment for insurer with jump-diffusion risk process (2005)Optimality results for dividend problems in insurance (2009)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Controlled diffusion models for optimal dividend pay-out (1997)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Advances in prospect theory: Cumulative representation of uncertainty (1992)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)The Theory of Incentives: The Principal-Agent Model (2001)Information and the Change in the Paradigm in Economics (2002)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)Some remarks on first passage of Lévy processes, the American put and pasting principles (2005)On Optimal Dividend Strategies In The Compound Poisson Model (2006)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,078 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 1991Aspects of Risk Theory902 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 2000Ruin Probabilities447 cited
  • 2002On minimizing the ruin probability by investment and reinsurance333 cited
  • 1980An Economic Premium Principle332 cited
  • 2004Optimal Dividends276 cited
  • 2001Optimal Proportional Reinsurance Policies in a Dynamic Setting271 cited
  • 2006Encyclopedia of Actuarial Science258 cited
  • 2000Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation252 cited
  • 1999Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

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