Pages that link to "Item:Q5117679"
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The following pages link to Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679):
Displaying 5 items.
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Optimal proportional reinsurance and investment with minimizing ruin probability (Q2860113) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Minimization of ruin probability with joint strategies of investment and reinsurance (Q6115032) (← links)
- Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109) (← links)