Optimal investment for an insurer: the martingale approach (Q995514): Difference between revisions

@@ Property / author @@
-ZengWu Wang
@@ Property / author: ZengWu Wang / rank @@
-Normal rank
@@ Property / author @@
-Jian-ming Xia
@@ Property / author: Jian-ming Xia / rank @@
-Normal rank
@@ Property / author @@
+ZengWu Wang
@@ Property / author: ZengWu Wang / rank @@
+Normal rank
@@ Property / author @@
+Jian-ming Xia
@@ Property / author: Jian-ming Xia / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2006.05.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2071292843
@@ Property / OpenAlex ID: W2071292843 / rank @@
+Normal rank
@@ Property / cites work @@
+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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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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+On the structure of general mean-variance hedging strategies
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+Financial Modelling with Jump Processes
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+Optimal investment for insurers
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+Q4657106
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Q2771116
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+Optimal investment for insurer with jump-diffusion risk process
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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@@ links / mardi / name / links / mardi / name @@
+Publication:995514