Pages that link to "Item:Q2833710"
From MaRDI portal
The following pages link to Optimal investment to minimize the probability of drawdown (Q2833710):
Displaying 19 items.
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- On minimizing drawdown risks of lifetime investments (Q896742) (← links)
- Optimal investment strategy to minimize occupation time (Q993736) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Optimal Investment Strategy for Risky Assets (Q4216120) (← links)
- OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)