Pages that link to "Item:Q5140640"

The following pages link to Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640):

Displaying 21 items.

• Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← 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)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints (Q2866026) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
• (Q5469820) (← links)
• Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640) (← links)
• Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
• Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
• Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)
• Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
• Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432) (← links)
• A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
• Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)
• Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)