Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078): Difference between revisions

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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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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+On optimal investment in a reinsurance context with a point process market model
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+Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
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+Optimal investment and proportional reinsurance with constrained control variables
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+Optimal proportional reinsurance and investment under partial information
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+Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
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+Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
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+Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle
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+Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities
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+Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables
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+Robust optimal investment and reinsurance problem for a general insurance company under Heston model
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+Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
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+Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market
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+Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
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+Martingales and arbitrage in multiperiod securities markets
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+Optimal investment for an insurer: the martingale approach
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+Optimal investment for an insurer in the Lévy market: the martingale approach
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+Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
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+Optimal investment and risk control policies for an insurer: expected utility maximization
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+Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+A secret to create a complete market from an incomplete market
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+Optimal investment with multiple risky assets for an insurer in an incomplete market
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+Financial Modelling with Jump Processes
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+Stochastic calculus for finance. II: Continuous-time models.
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