Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812): Difference between revisions

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+Optimal investment policy and dividend payment strategy in an insurance company
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+Minimizing the probability of lifetime ruin under borrowing constraints
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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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+In the insurance business risky investments are dangerous
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+Ruin probabilities in the presence of regularly varying tails and optimal investment.
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+Optimal investment for insurers
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+Ruin Minimization for Insurers with Borrowing Constraints
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+Ruin theory with stochastic return on investments
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+Sharp conditions for certain ruin in a risk process with stochastic return on investments
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal consumption and portfolio choice with borrowing constraints
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