Deep learning solution of optimal reinsurance‐investment strategies with inside information and multiple risks
Sign Up to like & getrecommendations! Published in 2024 at "Mathematical Methods in the Applied Sciences"
DOI: 10.1002/mma.10465
Abstract: This paper investigates an optimal investment‐reinsurance problem for an insurer who possesses inside information regarding the future realizations of the claim process and risky asset process. The insurer sells insurance contracts, has access to proportional… read more here.
Keywords: deep learning; inside information; insurer; reinsurance ... See more keywords
Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps
Sign Up to like & getrecommendations! Published in 2019 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-019-09734-4
Abstract: This paper studies an optimal excess-of-loss reinsurance and investment problem in a model with delay and jumps for an insurer, who can purchase excess-of-loss reinsurance and invest his surplus in a risk-free asset and a… read more here.
Keywords: reinsurance; insurer; reinsurance investment; model ... See more keywords
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2016.09.053
Abstract: Abstract This paper considers a robust optimal investment and reinsurance problem under model ambiguity and default risk for an insurer, who can trade in a saving account, a stock and a defaultable bond and aims… read more here.
Keywords: insurer; default; robust optimal; optimal investment ... See more keywords
Optimal investment problem with multiple risky assets and correlation between risk model and financial market for an insurer under the CEV model
Sign Up to like & getrecommendations! Published in 2025 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2024.2444522
Abstract: Abstract This article investigates the optimal investment problem with multiple risky assets and the correlation between risk model and financial market for an insurer. The insurer’s claim process is described by a Brownian motion with… read more here.
Keywords: risky assets; correlation; market; insurer ... See more keywords
Why do people not switch insurer in a market-based health insurance market? Empirical evidence from the Netherlands.
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DOI: 10.1093/eurpub/ckaa044
Abstract: BACKGROUND In market-based systems, the possibility to switch is an important precondition for a well-functioning health insurance market. To assess whether such a market works as intended, insight into the considerations and perceived barriers of… read more here.
Keywords: insurer; market based; market; health insurance ... See more keywords
Coverage Denials: Government And Private Insurer Policies For Medical Necessity In Medicare.
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DOI: 10.1377/hlthaff.2021.01054
Abstract: Little is publicly known about coverage denials for medical services that do not meet medical necessity criteria. We characterized the extent of these denials and their key features, using Medicare Advantage claims for a large… read more here.
Keywords: medicare; insurer; coverage; spending ... See more keywords
The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer
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DOI: 10.3390/risks9070125
Abstract: In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties. In… read more here.
Keywords: stop loss; reinsurance; insurer; loss ... See more keywords