Pages that link to "Item:Q2860113"

The following pages link to Optimal proportional reinsurance and investment with minimizing ruin probability (Q2860113):

Displaying 31 items.

• Optimal investment and reinsurance strategy (Q355312) (← links)
• Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
• Proportional and excess-of-loss reinsurance under investment gains (Q606816) (← links)
• Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
• Optimal non-proportional reinsurance control (Q661244) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
• On reinsurance and investment for large insurance portfolios (Q939386) (← links)
• Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• On minimizing the ruin probability by investment and reinsurance (Q1872375) (← links)
• A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
• Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
• Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
• On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
• Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
• (Q2990632) (← links)
• Minimization of ruin probability under excess-claim reinsurance and investment (Q3381595) (← links)
• PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
• Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
• Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer (Q4595864) (← links)
• (Q4901097) (← links)
• (Q4906135) (← links)
• Minimization of absolute ruin probability in a class of diffusion model (Q5017277) (← links)
• Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
• Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)