Pages that link to "Item:Q4562052"
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The following pages link to Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052):
Displaying 18 items.
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← 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)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← 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-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)