Han, Xia; Landriault, David; Li, Danping Optimal reinsurance contract in a Stackelberg game framework: a view of social planner. (English) Zbl 07809286 Scand. Actuar. J. 2024, No. 2, 124-148 (2024). MSC: 91G05 91A65 91A80 PDFBibTeX XMLCite \textit{X. Han} et al., Scand. Actuar. J. 2024, No. 2, 124--148 (2024; Zbl 07809286) Full Text: DOI
Zhang, Wanlu; Meng, Hui Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle. (English) Zbl 07772190 Commun. Stat., Theory Methods 53, No. 1, 113-143 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Zhang} and \textit{H. Meng}, Commun. Stat., Theory Methods 53, No. 1, 113--143 (2024; Zbl 07772190) Full Text: DOI
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin Reinsurance games with two reinsurers: tree versus chain. (English) Zbl 07709859 Eur. J. Oper. Res. 310, No. 2, 928-941 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{J. Cao} et al., Eur. J. Oper. Res. 310, No. 2, 928--941 (2023; Zbl 07709859) Full Text: DOI
Boonen, Tim J.; Ghossoub, Mario Bowley vs. Pareto optima in reinsurance contracting. (English) Zbl 07705821 Eur. J. Oper. Res. 307, No. 1, 382-391 (2023). MSC: 91B30 PDFBibTeX XMLCite \textit{T. J. Boonen} and \textit{M. Ghossoub}, Eur. J. Oper. Res. 307, No. 1, 382--391 (2023; Zbl 07705821) Full Text: DOI
Zhao, Xia; Li, Mengjie; Si, Qinrui Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer. (English) Zbl 1512.91114 Electron. Res. Arch. 30, No. 12, 4619-4634 (2022). MSC: 91G05 91G20 49L20 PDFBibTeX XMLCite \textit{X. Zhao} et al., Electron. Res. Arch. 30, No. 12, 4619--4634 (2022; Zbl 1512.91114) Full Text: DOI
Korn, Ralf; Müller, Lukas Optimal dynamic reinsurance with worst-case default of the reinsurer. (English) Zbl 1505.91332 Eur. Actuar. J. 12, No. 2, 879-885 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{R. Korn} and \textit{L. Müller}, Eur. Actuar. J. 12, No. 2, 879--885 (2022; Zbl 1505.91332) Full Text: DOI
Azarbad, M.; Parham, G. A.; Alavi, S. M. R. Optimal multidimensional reinsurance policies under a common shock dependency structure. (English) Zbl 1505.91319 Eur. Actuar. J. 12, No. 2, 559-577 (2022). MSC: 91G05 93E20 49L20 PDFBibTeX XMLCite \textit{M. Azarbad} et al., Eur. Actuar. J. 12, No. 2, 559--577 (2022; Zbl 1505.91319) Full Text: DOI
Jiang, Wenjun; Ren, Jiandong The effect of risk constraints on the optimal insurance policy. (English) Zbl 1503.91090 Eur. Actuar. J. 12, No. 2, 529-558 (2022). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{J. Ren}, Eur. Actuar. J. 12, No. 2, 529--558 (2022; Zbl 1503.91090) Full Text: DOI
Hu, Duni; Wang, Hailong Robust reinsurance contract with learning and ambiguity aversion. (English) Zbl 1501.91154 Scand. Actuar. J. 2022, No. 9, 794-815 (2022). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{D. Hu} and \textit{H. Wang}, Scand. Actuar. J. 2022, No. 9, 794--815 (2022; Zbl 1501.91154) Full Text: DOI
Meng, Hui; Wei, Pengyu; Zhang, Wanlu; Zhuang, Sheng Chao Optimal dynamic reinsurance under heterogeneous beliefs and CARA utility. (English) Zbl 07574021 SIAM J. Financ. Math. 13, No. 3, 903-943 (2022). MSC: 62P05 91G05 93E20 PDFBibTeX XMLCite \textit{H. Meng} et al., SIAM J. Financ. Math. 13, No. 3, 903--943 (2022; Zbl 07574021) Full Text: DOI
Boonen, Tim J.; Jiang, Wenjun A marginal indemnity function approach to optimal reinsurance under the Vajda condition. (English) Zbl 1524.91026 Eur. J. Oper. Res. 303, No. 2, 928-944 (2022). MSC: 91B05 PDFBibTeX XMLCite \textit{T. J. Boonen} and \textit{W. Jiang}, Eur. J. Oper. Res. 303, No. 2, 928--944 (2022; Zbl 1524.91026) Full Text: DOI
Wang, Yinzhi; Bølviken, Erik How much is optimal reinsurance degraded by error? (English) Zbl 1498.91371 N. Am. Actuar. J. 26, No. 2, 283-297 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{E. Bølviken}, N. Am. Actuar. J. 26, No. 2, 283--297 (2022; Zbl 1498.91371) Full Text: DOI arXiv
Adékambi, Franck; Takouda, Essodina On the discounted penalty function in a perturbed Erlang renewal risk model with dependence. (English) Zbl 1496.60106 Methodol. Comput. Appl. Probab. 24, No. 2, 481-513 (2022). MSC: 60K05 91G05 PDFBibTeX XMLCite \textit{F. Adékambi} and \textit{E. Takouda}, Methodol. Comput. Appl. Probab. 24, No. 2, 481--513 (2022; Zbl 1496.60106) Full Text: DOI
Li, Na; Wang, Wei Optimal dividend and proportional reinsurance strategy under standard deviation premium principle. (English) Zbl 1484.91394 Bull. Malays. Math. Sci. Soc. (2) 45, No. 2, 869-888 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDFBibTeX XMLCite \textit{N. Li} and \textit{W. Wang}, Bull. Malays. Math. Sci. Soc. (2) 45, No. 2, 869--888 (2022; Zbl 1484.91394) Full Text: DOI
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; Zhong, Feimin A hybrid stochastic differential reinsurance and investment game with bounded memory. (English) Zbl 1490.91167 Eur. J. Oper. Res. 296, No. 2, 717-737 (2022). MSC: 91G05 91A15 91G10 93E20 PDFBibTeX XMLCite \textit{Y. Bai} et al., Eur. J. Oper. Res. 296, No. 2, 717--737 (2022; Zbl 1490.91167) Full Text: DOI arXiv
Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu Demand for non-life insurance under habit formation. (English) Zbl 1475.91311 Insur. Math. Econ. 101, 38-54 (2021). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{W. Li} et al., Insur. Math. Econ. 101, 38--54 (2021; Zbl 1475.91311) Full Text: DOI
Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung Risk sharing with multiple indemnity environments. (English) Zbl 1487.91103 Eur. J. Oper. Res. 295, No. 2, 587-603 (2021). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{A. V. Asimit} et al., Eur. J. Oper. Res. 295, No. 2, 587--603 (2021; Zbl 1487.91103) Full Text: DOI
Chen, Lv; Shen, Yang; Su, Jianxi A continuous-time theory of reinsurance chains. (English) Zbl 1452.91266 Insur. Math. Econ. 95, 129-146 (2020). MSC: 91G05 91A65 91A80 91G45 PDFBibTeX XMLCite \textit{L. Chen} et al., Insur. Math. Econ. 95, 129--146 (2020; Zbl 1452.91266) Full Text: DOI