ARTICLE
|
doi:10.20944/preprints201707.0015.v2
Subject:
Engineering,
Industrial And Manufacturing Engineering
Keywords:
multi-attribute decision making; reinsurance; proportional reinsurance; non-proportional reinsurance; TOPSIS
Online: 10 July 2017 (15:42:50 CEST)
ARTICLE
|
doi:10.20944/preprints202207.0032.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
twisted Wang transform; shape factor; EP curve; reinsurance; numerical optimization
Online: 4 July 2022 (05:08:29 CEST)
ARTICLE
|
doi:10.20944/preprints202410.0743.v1
Subject:
Finance,
Business, Economics And Management
Keywords:
Copula; Reinsurance; Capital requirement; Risk aggregation; Value-at-Risk; Tail Value-at-Risk
Online: 10 October 2024 (10:19:23 CEST)
ARTICLE
|
doi:10.20944/preprints201901.0121.v2
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
ruin probability; jump-diffusion; HJB equation; Volterra equation; block-by-block method; proportional reinsurance; investments
Online: 24 January 2019 (08:52:20 CET)