Pages that link to "Item:Q5510377"
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The following pages link to Betting Systems Which Minimize the Probability of Ruin (Q5510377):
Displaying 15 items.
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- Growth-security profiles in capital accumulation under risk (Q1176863) (← links)
- How one gambles if one must: Effects of differing return rates on multistage betting decisions (Q1243262) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
- Gambling behaviour in two-outcome multistage betting games (Q2538067) (← links)
- The Action Gambler and Equal-Sized Wagering (Q3621146) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
