Pages that link to "Item:Q1425485"
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The following pages link to Asymptotic ruin probabilities and optimal investment (Q1425485):
Displaying 21 items.
- Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617) (← links)
- RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang (Q5018724) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- (Q5325320) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Optimal Proportional Reinsurance and Ruin Probability (Q5423134) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)
- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)
- (Q5718847) (← links)
- Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem (Q6050123) (← links)