Pages that link to "Item:Q5430576"
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The following pages link to On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576):
Displaying 15 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Proportional and excess-of-loss reinsurance under investment gains (Q606816) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
- Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- A discrete model for the problem of optimizing the activity of an insurance company (Q1975008) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
- Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
