Pages that link to "Item:Q1775999"

The following pages link to Optimal investment for investors with state dependent income, and for insurers (Q1775999):

Displaying 50 items.

• Optimal investment under transaction costs for an insurer (Q487570) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal non-proportional reinsurance control (Q661244) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
• On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
• Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
• Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations (Q2088677) (← links)
• Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations (Q2214161) (← links)
• Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
• Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
• Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
• On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
• Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
• Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints (Q2804557) (← links)
• Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• Risk minimization with inflation and interest rate risk: applications to non-life insurance (Q3077731) (← links)
• Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237) (← links)
• RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
• Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586) (← links)
• Exact solution of an optimal control problem of investment in a diffusion model (Q4232350) (← links)
• Optimal constrained investment in the Cramer-Lundberg model (Q4576860) (← links)
• Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
• Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
• The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← 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)
• Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
• Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)