Pages that link to "Item:Q4563735"
From MaRDI portal
The following pages link to PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735):
Displaying 6 items.
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- On the time to ruin for a dependent delayed capital injection risk model (Q2010677) (← links)
- Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost (Q6655913) (← links)