损失规避行为下的一般保险公司最优投资再保险问题Optimal Investment and Reinsurance Problem for a General Insurance Company under Behavior of Loss Aversion
耿彩霞, 李 冰
统计学与应用Vol.9 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2020.92017, March 26 2020
方差相关保费原理下基于VaR和CTE下停止–损失再保险的最优自留额比较研究The Comparison of Optimal Retention for a Loss-Stop Reinsurance with Variance Related Premium Principles under the VaR and CTE Risk Measures
杨博, 吴黎军 国家自然科学基金支持
统计学与应用Vol.5 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2016.52018, June 30 2016
均值方差准则下的投资与再保险对比研究Comparative Study of Investment and Reinsurance under the Mean-Variance Criterion
蔡 畅, 刘方盈 科研立项经费支持
应用数学进展Vol.10 No.6, 全文下载: PDF HTML XML DOI:10.12677/AAM.2021.106216, June 18 2021
均值-方差准则下再保险双方联合收益的最优投资再保险策略Optimal Investment Reinsurance Strategy for the Joint Benefits of the Insurer and the Reinsurer under the Mean-Variance
孙婷婷, 王慧慧, 舒慧生 国家自然科学基金支持
理论数学Vol.11 No.11, 全文下载: PDF HTML DOI:10.12677/PM.2021.1111208, November 22 2021
CEV模型和违约风险下具有稀疏相依风险的鲁棒最优再保险和投资策略Robust Optimal Investment and Reinsurance Strategies with Thinning Dependent Risks under CEV Model and Default Risk
张雨萌, 马世霞, 张欣茹
应用数学进展Vol.12 No.3, 全文下载: PDF HTML XML DOI:10.12677/AAM.2023.123104, March 16 2023
基于模糊厌恶的最优投资与超额损失再保险策略Optimal Investment and Excess-Loss Reinsurance Strategies Based on Ambiguity Aversion
谢 奕, 王 伟 国家自然科学基金支持
应用数学进展Vol.10 No.7, 全文下载: PDF HTML XML DOI:10.12677/AAM.2021.107236, July 7 2021