Concepedia
European Actuarial Journal · 2012 · 24 citations · 19 references
Open access
BusinessInsuranceInsurance EconomicsInsurance OperationsReinsuranceReinsurance OperationsReinsurance Program DesignRisk TheoryLarge Loss Claims HandlingLarge Risk ReinsuranceLarge-loss Claims ManagementReinsurance Optimization Under UncertaintyReinsurance Strategy
19
Theory and Applications of Robust Optimization
David B. Brown, Constantine Caramanis, Dimitris Bertsimas · DSpace@MIT (Massachusetts Institute of Technology) · 2010 · 2.5K citations · Full text
Natural Sciences, Finance, Mathematics +12
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
Sid Browne · Mathematics of Operations Research · 1995 · 622 citations
Business, Economics, Finance +17
On minimizing the ruin probability by investment and reinsurance
Hanspeter Schmidli · The Annals of Applied Probability · 2002 · 340 citations · Full text
Business, Finance, Risk Management +15
Optimal Proportional Reinsurance Policies in a Dynamic Setting
Hanspeter Schmidli · Scandinavian Actuarial Journal · 2001 · 279 citations
Business, Risk Management, Markov Decision Processes +10
The myth of the rational market: a history of risk, reward, and delusion on Wall Street
Choice Reviews Online · 2010 · 246 citations
Business, Economics, Finance +10