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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance This paper investigates ... investigates the optimal multi-period proportional reinsurance strategy that minimizes the ruin probability ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty
Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty In this paper we investigate ... investigate three investment-consumption problems for a risk averse investor: i an investment only problem that ...- Authors: Ken Seng Tan, Hailiang Yang, Zhongfei Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics; Economics>Financial economics