Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article; zbMATH DE number 6130481

From MaRDI portal
Publication:4902107
Jump to:navigation, search

zbMATH Open1265.91104MaRDI QIDQ4902107

Peng Yang, Xiang Lin

Publication date: 24 January 2013



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

stochastic interestjump-diffusion risk modelstochastic premium


Mathematics Subject Classification ID

Portfolio theory (91G10)



Related Items (11)

Optimal reinsurance/investment problems for general insurance models ⋮ Bayesian optimal investment and reinsurance with dependent financial and insurance risks ⋮ Optimal investment and proportional reinsurance in the Sparre Andersen model ⋮ Unnamed Item ⋮ Optimal investment and reinsurance for insurers with uncertain time-horizon ⋮ Capital requirements and optimal investment with solvency probability constraints ⋮ Optimal investment with counterparty risk: a default-density model approach ⋮ Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation ⋮ Robust optimal reinsurance and investment strategies for an AAI with multiple risks ⋮ Optimal capital allocations to interdependent actuarial risks ⋮ Unnamed Item






This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4902107&oldid=19289405"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 06:58.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki