Pages that link to "Item:Q1644203"
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The following pages link to Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203):
Displaying 14 items.
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
- Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617) (← links)
- MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- Optimal periodic dividends with penalty payments under a diffusion model (Q6641291) (← links)
