Pages that link to "Item:Q1728224"
From MaRDI portal
The following pages link to Optimal investment and risk control for an insurer with stochastic factor (Q1728224):
Displaying 20 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- (Q5434181) (← links)
- Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
- Optimal risk control for a large corporation in the presence of returns on investments (Q5957684) (← links)
- Using a Duffing control approach to control the single risk factor in complex social-technical systems (Q6199742) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← links)
- Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)