In this paper, we consider an optimal mean-variance investment and reinsurance problem with delay Common Shock Dependence. An insurer can control the claim risk by purchasing proportional reinsurance. He/she invests his/her wealth on a risk-free asset risky asset, which follows jump-diffusion process. By introducing capital flow related to historical performance of insurer, process described st...

BACKGROUND Markets for physician services are becoming increasingly concentrated, with many areas being dominated by a few groups. Antitrust authorities are concerned that increasing concentration will lead to inappropriately high payments for physician services from private insurers. The authors examined the association between market concentration and private insurer payments for anesthesia s...

In this paper, we consider the time-consistent reinsurance–investment strategy under themean–variance criterion for an insurer whose surplus process is described by a Brownian motion with drift. The insurer can transfer part of the risk to a reinsurer via proportional reinsurance or acquire newbusiness.Moreover, stochastic interest rate and inflation risks are taken into account. To reduce the ...

Assume that the surplus of an insurer follows a compound Poisson surplus process. When the surplus is below zero or the insurer is on deficit, the insurer could borrow money at a debit interest rate to pay claims. Meanwhile, the insurer will repay debts from her premium income. The negative surplus may return to a positive level if debts are reasonable. However, when the negative surplus is bel...