Pages that link to "Item:Q2341612"
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The following pages link to Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612):
Displaying 10 items.
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically (Q2121191) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Minimization of absolute ruin probability in a class of diffusion model (Q5017277) (← links)
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
- Minimizing the probability of absolute ruin under the mean‐variance premium principle (Q5159775) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
