Pages that link to "Item:Q5715959"
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The following pages link to Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959):
Displaying 10 items.
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Optimal investment for insurers (Q5942779) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Optimal investment strategies for an insurer with liquid constraint (Q6106187) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Minimization of ruin probability with joint strategies of investment and reinsurance (Q6115032) (← links)
- Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)