Worst-case scenario investment for insurers (Q2483943): Difference between revisions

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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
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+Analytical best upper bounds on stop-loss premiums
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+Q3948505
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+Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
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+Numerical best bounds on stop-loss premiums
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+Optimal investment for insurers
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+Worst-case scenario portfolio optimization: a new stochastic control approach
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+OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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