Pages that link to "Item:Q596416"
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The following pages link to Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case (Q596416):
Displaying 12 items.
- On ruin probability minimization under excess reinsurance (Q926660) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- On optimal investment and subexponential claims (Q2483945) (← links)
- Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933) (← links)
- (Q3110696) (← links)
- Optimisation in Non-Life Insurance (Q3424145) (← links)
- Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)
- Large deviations for risk processes with reinsurance (Q5754682) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)