Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183): Difference between revisions

@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2007.11.002
+Normal rank
@@ Property / OpenAlex ID @@
+W1978721202
@@ Property / OpenAlex ID: W1978721202 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Betting Systems Which Minimize the Probability of Ruin
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+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On reinsurance and investment for large insurance portfolios
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@@ Property / cites work @@
+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients
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@@ Property / cites work @@
+Optimal investment for insurer with jump-diffusion risk process
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