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INSURER: 作品数：24被引量：14H指数：2; 导出分析报告; 相关领域：经济管理更多>>; 相关作者：胡晓雨更多>>; 相关机构：华东师范大学中国政法大学更多>>; 相关期刊：《Journal of Donghua University(English Edition)》《Acta Mathematicae Applicatae Sinica》《应用概率统计》《Journal of Health Science》更多>>; 相关基金：国家自然科学基金安徽省自然科学基金国家教育部博士点基金国家重点基础研究发展计划更多>>

Optimal Investment Strategy for an Insurer in Two Currency Markets: 《应用概率统计》2025年第1期1-16,共16页ZHOU Qianqian; supported by the National Natural Science Foundation of China(Grant No.12301603).; In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and the...; 关键词：Cramer-Lundberg model exponential utility Hamilton-Jacobi-Bellman equation optimal investment strategy foreign exchange rate

Equilibrium Reinsurance Strategy and Mean Residual Life Function: 《Acta Mathematicae Applicatae Sinica》2024年第3期758-777,共20页Dan-ping LI Lv CHEN Lin-yi QIAN Wei WANG; supported by the National Key R&D Program of China(2022YFA1007900);the National Natural Science Foundation of China(Nos.12271171,12171158,12071147,12001200);the Shanghai Philosophy Social Science Planning Office Project(Grant No.2022ZJB005);the Fundamental Research Funds for the Central Universities(2022QKT001);the State Key Program of National Natural Science Foundation of China(71931004);the Humanity and Social Science Foundation of Ningbo University(XPYB19002)。; In this paper,we analyze the relationship between the equilibrium reinsurance strategy and the tail of the distribution of the risk.Since Mean Residual Life(MRL)has a close relationship with the tail of the distributi...; 关键词：mean residual life excess-of-loss reinsurance INSURER reinsurer stochastic control

THE OPTIMAL REINSURANCE-INVESTMENT PROBLEM CONSIDERING THE JOINT INTERESTS OF AN INSURER AND A REINSURER UNDER HARA UTILITY被引量：2: 《Acta Mathematica Scientia》2023年第1期97-124,共28页张燕赵培标周华任; supported by Natural Science Foundation of China(11871275;11371194)。; This paper focuses on an optimal reinsurance and investment problem for an insurance corporation which holds the shares of an insurer and a reinsurer.Assume that the insurer can purchase reinsurance from the reinsurer...; 关键词：REINSURANCE INVESTMENT HARA utility Heston model Legendre transform

Insurance Accounting in Romania: 《Economics World》2018年第3期242-247,共6页Varteiu Daniel Petru Vilijencova Nicoleta Daian Daniela; The permanent existence of risks under all forms and in all domains of activity,supposes the closing of insurance policies between natural and legal persons,having the quality of insurant respectively specialized inst...; 关键词：ACCOUNTING insurances insurant INSURER

Optimal Insurance-Package and Investment Problem for an Insurer: 《Journal of Systems Science and Information》2018年第1期85-96,共12页Delei SHENG Linfang XING; Supported by Youth Science Fund of Shanxi University of Finance and Economics(QN-2017019); An insurance-package is a combination being tie-in at least two different categories of insurances with different underwriting-yield-rate. In this paper, the optimal insurance-package and investment problem is investi...; 关键词：insurance-package the HJB equation optimal combination-share optimal strategy

Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching: 《Acta Mathematicae Applicatae Sinica》2016年第3期755-770,共16页Xing-chun PENG Yi-jun HU; Supported by the National Natural Science Foundation of China(No.11371284);the Fundamental Research Funds for the Central Universities(WUT:2015IVA066); In this paper, we study the optimal investment and proportional reinsurance strategy for an insurer in a hidden Markov regime-switching environment. A risk-based approach is considered, where the insurer aims at selec...; 关键词：INVESTMENT REINSURANCE hidden Markov chain convex risk measure backward stochastic differential equation

Disparities between Explanatory Models of Health Clients, Healthcare Providers and Health Insurer: 《Journal of Health Science》2016年第3期143-154,共12页Christine J. Fenenga Robert Kaba Alhassan Stephen Duku Wendy Janssens Daniel Arhinful Inge Hutter; We present qualitative data from a study in Ghana （2011）, where the National Health Insurance Scheme （NHIS） was introduced to improve access to health care. In 2011 membership enrolment and retention in the scheme...; 关键词：Explanatory Models COMMUNICATION TRUST health insurance Ghana.

Estimating the Shareholder's Terminal Payoff in Insurer's Solvency Ratio Model under Fractional Market: 《Journal of Donghua University(English Edition)》2016年第1期117-120,共4页夏登峰费为银刘宏建; National Natural Science Foundations of China(Nos.71271003,71571001,11326121);Natural Science Foundation of Anhui Province,China(No.1608085M A02);Teaching Research Project of Anhui Province,China(No.2013jyxm111);Opening Project of Financial Engineering Research and Development Center of Anhui Polytechnic University,China(No.JRGCKF201502); The insurer's solvency ratio model in a class of fractional Black-Scholes markets is studied. In this market,the price of assets follows a Wick-It stochastic differential equation,which is driven by the fractional B...; 关键词：fractional Brownian motion Wick-Ito stochastic integral Girsanov theorem for fractional Brownian motion solvency ratio financial distress cost

Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility: 《Open Journal of Statistics》2016年第2期286-294,共9页Tingyun Wang; In this paper, we consider an insurer who wants to maximize its expected utility of terminal wealth by selecting optimal investment and risk control strategies. The insurer’s risk process is modeled by a jump-diffusi...; 关键词：Jump-Diffusion Process Logarithmic Utility Martingale Approach

Optimal Investment Problem for an Insurer and a Reinsurer被引量：3: 《Journal of Systems Science & Complexity》2015年第6期1326-1343,共18页LI Danping RONG Ximin ZHAO Hui; supported by the National Natural Science Foundation of China under Grant Nos.11201335 and 11301376; This paper studies the optimal investment problem for an insurer and a reinsurer. The basic claim process is assumed to follow a Brownian motion with drift and the insurer can purchase proportional reinsurance from th...; 关键词：Hamilton-Jacobi-Bellman equation optimal reinsurance and investment strategies proportional reinsurance ruin probability utility maximization

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