Pages that link to "Item:Q1872375"

The following pages link to On minimizing the ruin probability by investment and reinsurance (Q1872375):

Displaying 50 items.

• Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
• Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Optimal investment and reinsurance strategy (Q355312) (← links)
• Optimal risk transfers in insurance groups (Q362045) (← links)
• A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
• Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
• Optimal investment under transaction costs for an insurer (Q487570) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
• Optimal insurance strategies in a risk process with restrictions on policyholder risks (Q612168) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
• A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Optimal non-proportional reinsurance control (Q661244) (← links)
• On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
• Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
• Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Ruin probability in the continuous-time compound binomial model with investment (Q902319) (← links)
• Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
• On ruin probability minimization under excess reinsurance (Q926660) (← links)
• On reinsurance and investment for large insurance portfolios (Q939386) (← links)
• Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
• Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
• Optimization of risk bearing in a statistical model with reinsurance (Q1040542) (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)