Pages that link to "Item:Q3094689"
From MaRDI portal
The following pages link to Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689):
Displaying 18 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
- Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- On singular control of reflected diffusions (Q6628941) (← links)
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost (Q6655913) (← links)