Pages that link to "Item:Q1799651"
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The following pages link to Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651):
Displaying 30 items.
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- On ruin probability minimization under excess reinsurance (Q926660) (← links)
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Minimum probability function of crossing the upper regulatory threshold for asset-liability management (Q5079153) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- (Q5091888) (← links)
- Poisson-Gamma mixture processes and applications to premium calculation (Q5095984) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Optimal investment for insurers (Q5942779) (← links)
- Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← 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)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
- Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market (Q6563136) (← links)
- Optimal timing of business conversion for solvency improvement (Q6565533) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)
- Optimal periodic dividends with penalty payments under a diffusion model (Q6641291) (← links)
- Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification (Q6648327) (← links)