Optimal reinsurance and investment with unobservable claim size and intensity (Q743155): Difference between revisions

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+Q3560912
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+Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
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+Sequential tracking of a hidden Markov chain using point process observations
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+Optimal time to change premiums
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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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+Optimization and nonsmooth analysis
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+An HMM approach for optimal investment of an insurer
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+Filtering a Markov Modulated Random Measure
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+Controlled Markov processes and viscosity solutions
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+Asymptotic ruin probabilities and optimal investment
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+Q3868650
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+Optimal investment for insurers
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+Asymptotics of ruin probabilities for controlled risk processes in the small claims case
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Utility maximization with partial information
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+Normal rank
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+Optimal trading strategy for an investor: the case of partial information
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+Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions
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+Optimal investment and proportional reinsurance with constrained control variables
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+Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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+Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
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+Optimal reinsurance/investment problems for general insurance models
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+On reinsurance and investment for large insurance portfolios
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Portfolio optimization with unobservable Markov-modulated drift process
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+Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal investment for insurer with jump-diffusion risk process
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+On optimal proportional reinsurance and investment in a Markovian regime-switching economy
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