2 papers
math.OC2020
Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business
Khaled Masoumifard, Mohammad Zokaei
The present paper addresses the issue of the stochastic control of the optimal dynamic reinsurance policy and dynamic dividend strategy, which are state-dependent, for an insurance…
math.OC2020
The Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio
Khaled Masoumifard, Mohammad Zokaei
The present paper addresses the issue of choosing an optimal dynamic reinsurance policy, which is state-dependent, for an insurance company that operates under multiple insurance b…