Optimal reinsurance and investment policies under HARA utility

International Journal of Computing and Optimization ◽

10.12988/ijco.2019.932 ◽

2019 ◽

Vol 6 (1) ◽

pp. 1-11

Author(s):

Chao Deng ◽

Hui Wu ◽

Shengjie Yue

Keyword(s):

Optimal Reinsurance ◽

Investment Policies ◽

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Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2020062 ◽

2017 ◽

Vol 13 (5) ◽

pp. 0-0

Author(s):

Yan Zhang ◽

◽

Peibiao Zhao ◽

Xinghu Teng ◽

Lei Mao ◽

...

Keyword(s):

Legendre Transform ◽

Investment Strategies ◽

Optimal Reinsurance ◽

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Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case

Queueing Systems ◽

10.1023/b:ques.0000021146.65596.84 ◽

2004 ◽

Vol 46 (1/2) ◽

pp. 149-157 ◽

Author(s):

Hanspeter Schmidli

Keyword(s):

Ruin Probabilities ◽

Large Claim ◽

Optimal Reinsurance ◽

Investment Policies ◽

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Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1844239 ◽

2020 ◽

pp. 1-28

Author(s):

Yijun Wang ◽

Yingchun Deng ◽

Ya Huang ◽

Jieming Zhou ◽

Xuyan Xiang

Keyword(s):

Optimal Reinsurance ◽

Investment Policies ◽

Mean Variance ◽

Variance Criterion

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Optimal reinsurance and investment policies with the CEV stock market

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-016-0593-6 ◽

2016 ◽

Vol 32 (3) ◽

pp. 647-658 ◽

Author(s):

Qi-cai Li ◽

Meng-di Gu

Keyword(s):

Stock Market ◽

Optimal Reinsurance ◽

Investment Policies

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Developing Appropriate Investment Policies: The Foundation Perspective

AIMR Conference Proceedings ◽

10.2469/cp.v1996.n7.3 ◽

1996 ◽

Vol 1996 (7) ◽

pp. 13-17, 21-23

Author(s):

Bruce W. Madding

Keyword(s):

Investment Policies

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Optimal Consumption and Investment Policies with Bankruptcy Modelled by a Diffusion with Delayed Reflection

SSRN Electronic Journal ◽

10.2139/ssrn.1534226 ◽

1986 ◽

Author(s):

Suresh Sethi ◽

Michael I. Taksar

Keyword(s):

Optimal Consumption ◽

Investment Policies ◽

Optimal Consumption And Investment

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Impact of the Sub-Prime Crisis on Investment Policies in Philippines

SSRN Electronic Journal ◽

10.2139/ssrn.2235178 ◽

2013 ◽

Author(s):

Sadhvi Mohindru

Keyword(s):

Investment Policies

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Business Cycles and Optimal Reinsurance

SSRN Electronic Journal ◽

10.2139/ssrn.2326366 ◽

2013 ◽

Author(s):

Kyeong Tae Kim ◽

Bong-Gyu Jang

Keyword(s):

Business Cycles ◽

Optimal Reinsurance

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Covenants, Creditorss Simultaneous Equity Holdings, and Firm Investment Policies

SSRN Electronic Journal ◽

10.2139/ssrn.2372296 ◽

2013 ◽

Author(s):

Sudheer Chava ◽

Rui Wang ◽

Hong Zou

Keyword(s):

Firm Investment ◽

Investment Policies ◽

Equity Holdings

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Ensuring the Primacy of Human Rights in Trade and Investment Policies - Model Clauses for a UN Treaty on Transnational Corporations, Other Businesses and Human Rights

SSRN Electronic Journal ◽

10.2139/ssrn.2939354 ◽

2017 ◽

Author(s):

Markus Krajewski

Keyword(s):

Human Rights ◽

Transnational Corporations ◽

Investment Policies ◽

Trade And Investment

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