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Publications by Ester C. Lari

Optimal Dynamic Proportional and Excess of Loss Reinsurance Under Dependent Risks

English

A Reinsurance Approach in a Two-Dimensional Model With Dependent Risks

English

Dividends and Dynamic Solvency Insurance in Two-Dimensional Risk Models

English

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Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of N Independent Risks

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Ruin Probabilities Under an Optimal Investment and Proportional Reinsurance Policy in a Jump Diffusion Risk Process

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On the Maximisation of the Adjustment Coefficient Under Proportional Reinsurance

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A Class of Conjugate Priors With Applications to Excess-Of-Loss Reinsurance.

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Optimal Reinsurance Under Multiple Attribute Decision Making

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Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities

Journal of Mathematical Finance

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