Pages that link to "Item:Q2171077"
From MaRDI portal
The following pages link to Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077):
Displaying 9 items.
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- Optimal reinsurance and investment in danger‐zone and safe‐region (Q4994758) (← links)
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q6352045) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)