Pages that link to "Item:Q2076360"

The following pages link to Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360):

Displaying 9 items.

• Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
• Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Insurance with borrowing: first- and second-order approximations (Q3558942) (← links)
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
• Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)