Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Marina Ravera

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

Related publications

A Spatial Mixed Poisson Framework for Combination of Excess-Of-Loss and Proportional Reinsurance Contracts

Insurance: Mathematics and Economics

English

Optimal Investment-Reinsurance Problems With Common Shock Dependent Risks Under Two Kinds of Premium Principles

RAIRO - Operations Research

Management Science

Computer Science Applications

Operations Research

Theoretical Computer Science

English

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

Insurance: Mathematics and Economics

English

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

English

On the Maximisation of the Adjustment Coefficient Under Proportional Reinsurance

English

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

Insurance: Mathematics and Economics

English

Optimal Reinsurance Under Multiple Attribute Decision Making

Annals of Actuarial Science

English

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

English

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

Journal of Mathematical Finance

English