Optimal investment and proportional reinsurance with risk constraint

In this paper, we investigate the problem of maximizing the expected exponential utility for an insurer. In the problem setting, the insurer can invest his/her wealth into the market and he/she can also purchase the proportional reinsurance. To control the risk exposure, we impose a value-at-risk co...

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Bibliographic Details
Main Authors: Liu, J., Yiu, K., Loxton, Ryan, Teo, Kok Lay
Format: Journal Article
Published: Scientific Research Publishing 2013
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/33258