Optimal reinsurance design under solvency constraints
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- Benjamin Avanzi & Debbie Kusch Falden & Mogens Steffensen, 2022. "Stable Dividends under Linear-Quadratic Optimization," Papers 2210.03494, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2022-05-09 (Insurance Economics)
- NEP-RMG-2022-05-09 (Risk Management)
- NEP-UPT-2022-05-09 (Utility Models and Prospect Theory)
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