Pages that link to "Item:Q2450805"
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The following pages link to Optimal investment with a value-at-risk constraint (Q2450805):
Displaying 17 items.
- A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
- Optimality of \((s,S)\) policies with nonlinear processes (Q523979) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- The optimal mean variance problem with inflation (Q894986) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236) (← links)
- (Q5176629) (← links)
- Capital requirements and optimal investment with solvency probability constraints (Q5382669) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040) (← links)