Pages that link to "Item:Q5213096"
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The following pages link to Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096):
Displaying 3 items.
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis (Q2896616) (← links)