Pages that link to "Item:Q4311650"
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The following pages link to Lectures on the use of control theory in insurance (Q4311650):
Displaying 16 items.
- On the robust stability of pricing models for non-life insurance products (Q487585) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Stochastic control for optimal new business (Q1584524) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (Q2292036) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- Optimal proportional reinsurance policies for diffusion models (Q4235023) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
- Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Premium control with reinforcement learning (Q6174076) (← links)
