Pages that link to "Item:Q426584"

The following pages link to Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584):

Displaying 31 items.

• Optimal investment and reinsurance strategy (Q355312) (← links)
• Proportional and excess-of-loss reinsurance under investment gains (Q606816) (← links)
• Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110) (← 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 reinsurance with both proportional and fixed costs (Q900546) (← links)
• On reinsurance and investment for large insurance portfolios (Q939386) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
• On minimizing the ruin probability by investment and reinsurance (Q1872375) (← links)
• Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
• Optimal investment and reinsurance under the gamma process (Q2241632) (← 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 expected time to reach a given capital level before ruin (Q2411162) (← links)
• Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
• Optimal proportional reinsurance and investment with minimizing ruin probability (Q2860113) (← links)
• Minimization of ruin probability under excess-claim reinsurance and investment (Q3381595) (← links)
• Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617) (← links)
• Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
• (Q4901097) (← links)
• (Q4906135) (← links)
• Optimal reinsurance and investment in danger‐zone and safe‐region (Q4994758) (← 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 investment for insurers (Q5942779) (← links)
• Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
• A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
• Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)