Keywords: بیمه مجدد معکوس;
مقالات ISI ترجمه شده بیمه مجدد معکوس
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Keywords: بیمه مجدد معکوس; Game theory; Ambiguity; Proportional reinsurance; Excess-loss reinsurance; Reinsurance price;
Keywords: بیمه مجدد معکوس; Proportional reinsurance; Robust control; Optimal investment strategy; Utility function; Mispricing;
Keywords: بیمه مجدد معکوس; Robust control; Ambiguity-averse; Expected utility; Proportional reinsurance; Investment;
Keywords: بیمه مجدد معکوس; Proportional reinsurance; Robust control; Optimal investment strategy; Utility function; Mispricing;
Keywords: بیمه مجدد معکوس; Expected value premium principle; Variance premium principle; Ruin probability; Proportional reinsurance; Excess of loss reinsurance; Dynamic programming principle; Heavy-tailed claims;
Keywords: بیمه مجدد معکوس; Hamilton–Jacobi–Bellman equation; Jump–diffusion process; Exponential utility; Investment; Proportional reinsurance
Keywords: بیمه مجدد معکوس; Dependent risks; Hamilton-Jacobi-Bellman equation; Compound Poisson process; Brownian motion; Exponential utility; Proportional reinsurance;
Keywords: بیمه مجدد معکوس; 93E20; 91B30; Markov-modulated compound Poisson process; Proportional reinsurance; Optimal investment;
Keywords: بیمه مجدد معکوس; Dividend payment; Capital injection; Proportional reinsurance; Variance principle; Fixed costs; Salvage value;
Keywords: بیمه مجدد معکوس; G32; G22; G11; C61; primary; 91B30; 93E20; secondary; 65K10; 90C39; 90C15; Optimal impulse control; Optimal dividend and reinvestment; Non-uniformly elliptic equation; Viscosity solution; Fixed and proportional transaction costs; Proportional reinsurance;
Keywords: بیمه مجدد معکوس; C61; G22; 91B30; 93E20; Dividend; Proportional reinsurance; Non-cheap reinsurance; Cheap reinsurance; Exponential premium principle;
Keywords: بیمه مجدد معکوس; Proportional reinsurance; Optimal investment-reinsurance; Geometric Brownian motion; Mean-variance; Efficient frontier;
Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model
Keywords: بیمه مجدد معکوس; Proportional reinsurance; Jump diffusion risk model; Hamilton-Jacobi-Bellman (HJB) equation; Constant elasticity of variance (CEV) model; Investment for reinsurer;
Optimality of excess-loss reinsurance under a mean-variance criterion
Keywords: بیمه مجدد معکوس; C730; G220; Mean-variance criterion; Equilibrium reinsurance-investment strategy; Excess-loss reinsurance; Proportional reinsurance; Lévy insurance model;
Reinsurance decisions in life insurance: An empirical test of the risk-return criterion
Keywords: بیمه مجدد معکوس; Life insurance; Risk management; Proportional reinsurance; Risk-return criterion; Capital constraints; G2; L2;
Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model
Keywords: بیمه مجدد معکوس; Proportional reinsurance; Optimal investment; Product of exponential utilities; Constant elasticity of variance (CEV) model; Hamilton-Jacobi-Bellman (HJB) equation;
Optimal proportional reinsurance and investment with minimum probability of ruin
Keywords: بیمه مجدد معکوس; Proportional reinsurance; Hamilton–Jacobi–Bellman equation; Optimal reinsurance–investment strategy
Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle
Keywords: بیمه مجدد معکوس; Capital injection; Dividend optimization; HJB equation; Proportional cost; Proportional reinsurance; Stochastic control; Variance premium principle;
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Keywords: بیمه مجدد معکوس; 93E20; 91B30; Stochastic control; Hamilton-Jacobi-Bellman equation; Ornstein-Uhlenbeck process; Compound Poisson process; Brownian motion; Exponential utility; Filtering; Partial observations; Proportional reinsurance; Investment;
On absolute ruin minimization under a diffusion approximation model
Keywords: بیمه مجدد معکوس; IM52; IE53; IB91; Absolute ruin probability; HJB equation; Dynamic investment control; Diffusion approximation; Proportional reinsurance;
Optimal dividend and investing control of an insurance company with higher solvency constraints
Keywords: بیمه مجدد معکوس; primary; 91B30; 91B28; 93E20; secondary; 60H10; 60H30; 60H05; Optimal dividend policy; Optimal return function; Solvency; Stochastic regular-singular control; Proportional reinsurance; Probability of bankruptcy; Stochastic differential equations;
Proportional and excess-of-loss reinsurance under investment gains
Keywords: بیمه مجدد معکوس; Reinsurance; Proportional reinsurance; Excess-of-loss reinsurance; Logarithm-normal;
Inequalities for the ruin probability in a controlled discrete-time risk process
Keywords: بیمه مجدد معکوس; 91B30; 60J05; 60K10Risk process; Ruin probability; Proportional reinsurance; Lundberg’s inequality
Optimal reinsurance with a rescuing procedure
Keywords: بیمه مجدد معکوس; Stochastic control; Stochastic differential equations; Controlled stochastic processes; Proportional reinsurance; Minimize expected time; Rescuing procedure; Bailout;
Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
Keywords: بیمه مجدد معکوس; 93E20; 91B30; Proportional reinsurance; Hamilton-Jacobi-Bellman equation; Optimal strategy;
Optimal proportional reinsurance and investment with transaction costs, I: Maximizing the terminal wealth
Keywords: بیمه مجدد معکوس; Conditional value-at-risk; Exponential utility; Hamilton-Jacobi-Bellman equation; Proportional reinsurance; Transaction costs;
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
Keywords: بیمه مجدد معکوس; primary; 91B28; 91B16; secondary; 60H05; 60H10; Optimal dividend control; Optimal financing control; Proportional reinsurance; HJB equation; Fixed transaction cost; Classical-impulse control;
Optimal investment and reinsurance of an insurer with model uncertainty
Keywords: بیمه مجدد معکوس; C73; G11; G22; IM52; IM50; IB90; IB91; IE53; Optimal investment; Proportional reinsurance; Model uncertainty; Stochastic differential game; Exponential utility; Penalty of ruin; HJBI equations;
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
Keywords: بیمه مجدد معکوس; primary; 91B30; 91B28; 65K10; secondary; 60H05; 60H10; Optimal dividend control; Proportional reinsurance; HJB equation; Solvency constraints; Singular-regular control problem;
Optimal financing and dividend control of the insurance company with proportional reinsurance policy
Keywords: بیمه مجدد معکوس; primary; 91B28; 91B16; secondary; 60H05; 60H10; Optimal dividends control; Optimal financing control; Proportional reinsurance; HJB equation; Transaction cost; Regular-singular control;
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
Keywords: بیمه مجدد معکوس; 93E20; 91B30; Exponential utility; Hamilton-Jacobi-Bellman equation; Optimal strategy; Probability of ruin; Proportional reinsurance;
On reinsurance and investment for large insurance portfolios
Keywords: بیمه مجدد معکوس; IM52; IE53; IB91; Ruin probability; Stochastic control; Black-Scholes model; Hamilton-Jacobi-Bellman equation; Proportional reinsurance;
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
Keywords: بیمه مجدد معکوس; IM11; IM13; IM52; IE43; C61; C69; Proportional reinsurance; Diffusion models; Stochastic control theory; HJB equation;
Analysis of risk measures for reinsurance layers
Keywords: بیمه مجدد معکوس; IM51; IM52; Primary 91B30; Secondary 62P05; Nonproportional reinsurance; Proportional reinsurance; Drop down excess-of-loss; Excess-of-loss; Quota-share; Stop-loss; Layers; Risk measures;