Pages that link to "Item:Q5159775"
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The following pages link to Minimizing the probability of absolute ruin under the mean‐variance premium principle (Q5159775):
Displaying 10 items.
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- (Q3599299) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)
