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

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+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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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Approximating random variables by stochastic integrals
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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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