This paper studies the optimal dynamic reinsurance policy for an insurance company whose
surplus is modeled by the diffusion approximation of the classical Cramér–Lundberg model …

This paper examines the optimal dynamic reinsurance policy for an insurance company
under belief heterogeneity. We assume the reinsurance premium is calculated according to …

Technology adoption and innovation are strategies available to farmers seeking to adapt to
climate change and variability, which adopt input-or process-based technologies that …

This paper studies the optimal non-life insurance for an individual exhibiting internal habit
formation in a life-cycle model. We show that the optimal indemnity is deductible under the …

Determining the optimal guaranteed rate of life insurance policies can effectively promote
sustainable societies and disaster-resilient communities in times of war. Nevertheless, such …

In our study, we investigate reinsurance issues and optimal investment related to derivatives
trading for a mean-variance insurer, employing game theory. Our primary objective is to …

This paper investigates the optimal investment-reinsurance problems for an ambiguity
averse insurer with access to the options market, who worries about ambiguity and aims to …

This paper investigates the optimal consumption, investment, and life insurance/annuity
decisions for a family in an inflationary economy under money illusion. The family can invest …

This paper examines the optimal asset allocation for defined-contribution pension plans in
an inflationary economy under money illusion. The financial market consists of nominal …

An optimal switching control formalism combined with the stochastic dynamic programming
is, for the first time, applied to modelling life cycle of migrating population dynamics with non …