Pages that link to "Item:Q865611"

The following pages link to Optimal investment for an insurer with exponential utility preference (Q865611):

Displaying 47 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
• Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• Optimal investment for an insurer with cointegrated assets: CRRA utility (Q2252279) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718) (← links)
• Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• On optimal investment and subexponential claims (Q2483945) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Optimal portfolio selection bounded by a safety-first criterion for insurer (Q3193946) (← links)
• (Q3641516) (← links)
• Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
• Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
• Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
• Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
• Optimal investment strategies for an insurer with SAHARA utility (Q5129446) (← links)
• (Q5157685) (← links)
• Optimal investment decision for insurer with option under different interest rates (Q5195863) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Optimal investment for insurers (Q5942779) (← links)
• Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
• Optimal VIX-linked structure for the target benefit pension plan (Q6494323) (← links)
• Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
• Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109) (← links)