Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203): Difference between revisions

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+Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
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+Benchmark and mean-variance problems for insurers
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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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+Portfolio Selection with Transaction Costs
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+Aspects of risk theory
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+Optimal non-proportional reinsurance control
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Optimality of excess-loss reinsurance under a mean-variance criterion
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+Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance
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+On absolute ruin minimization under a diffusion approximation model
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+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
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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 investment and consumption with transaction costs
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+Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup>
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+Singular optimal strategies for investment with transaction costs
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+Optimal layer reinsurance on the maximization of the adjustment coefficient
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+Optimal investment and reinsurance of an insurer with model uncertainty
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