Avram, Florin; Goreac, Dan A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. (English) Zbl 1426.91292 Scand. Actuar. J. 2019, No. 9, 799-823 (2019). MSC: 91G50 60G51 60J70 PDFBibTeX XMLCite \textit{F. Avram} and \textit{D. Goreac}, Scand. Actuar. J. 2019, No. 9, 799--823 (2019; Zbl 1426.91292) Full Text: DOI arXiv
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. Reinsurance contract design with adverse selection. (English) Zbl 1426.91211 Scand. Actuar. J. 2019, No. 9, 784-798 (2019). MSC: 91G05 91B43 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 9, 784--798 (2019; Zbl 1426.91211) Full Text: DOI
Junike, Gero Representation of concave distortions and applications. (English) Zbl 1426.91226 Scand. Actuar. J. 2019, No. 9, 768-783 (2019). MSC: 91G05 PDFBibTeX XMLCite \textit{G. Junike}, Scand. Actuar. J. 2019, No. 9, 768--783 (2019; Zbl 1426.91226) Full Text: DOI
Hu, Duni; Wang, Hailong Optimal proportional reinsurance with a loss-dependent premium principle. (English) Zbl 1426.91223 Scand. Actuar. J. 2019, No. 9, 752-767 (2019). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{D. Hu} and \textit{H. Wang}, Scand. Actuar. J. 2019, No. 9, 752--767 (2019; Zbl 1426.91223) Full Text: DOI
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose Budget-constrained optimal reinsurance design under coherent risk measures. (English) Zbl 1426.91209 Scand. Actuar. J. 2019, No. 9, 729-751 (2019). MSC: 91G05 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 9, 729--751 (2019; Zbl 1426.91209) Full Text: DOI