Pages that link to "Item:Q817297"

The following pages link to Optimal investment for insurer with jump-diffusion risk process (Q817297):

Displaying 50 items.

• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
• Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
• Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
• Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
• Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
• Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
• Optimal control for insurers with a jump-diffusion risk process (Q2994030) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
• (Q3641516) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
• Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
• Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
• Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607) (← links)
• Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
• PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
• Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
• Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
• Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)