Derivatives trading for insurers (Q1757608): Difference between revisions

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+Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
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+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Dynamic mean-variance problem with constrained risk control for the insurers
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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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+Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
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+Optimal investment in derivative securities
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+Constrained investment-reinsurance optimization with regime switching under variance premium principle
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+Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Mean-variance portfolio selection for a non-life insurance company
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+Q3868650
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Optimal investment for insurers
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+Optimal Dynamic XL Reinsurance
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+The dynamics of stochastic volatility: evidence from underlying and options markets
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+Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
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+Alpha-robust mean-variance reinsurance-investment strategy
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+Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
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+Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
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+Optimal reinsurance and investment with unobservable claim size and intensity
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+Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
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+Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
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+Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model
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+Optimal Risk Control for The Excess of Loss Reinsurance Policies
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+Envelope Theorems for Arbitrary Choice Sets
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+Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
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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-reinsurance strategy for mean-variance insurers with square-root factor process
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Optimal dynamic reinsurance policies for large insurance portfolios
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+Optimal risk and dividend control for a company with a debt liability
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+Optimal investment and reinsurance for an insurer under Markov-modulated financial market
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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+Optimal investment and reinsurance of an insurer with model uncertainty
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+Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
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+Optimal reinsurance and investment problem for an insurer with counterparty risk
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+Q128958373
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