Optimal investment and risk control for an insurer under inside information (Q343979): Difference between revisions

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-.1016/j.insmatheco.2016.04.008
@@ Property / DOI: 10.1016/j.insmatheco.2016.04.008 / rank @@
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Optimal investment and reinsurance policies in insurance markets under the effect of inside information
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+Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer
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+A general stochastic calculus approach to insider trading
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+Optimal investment with inside information and parameter uncertainty
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Optimal portfolio for an insider in a market driven by Lévy processes§
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+Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
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+Optimal Smooth Portfolio Selection for an Insider
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+PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING
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+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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+Insider models with finite utility in markets with jumps
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+An Anticipating Calculus Approach to the Utility Maximization of an Insider
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+Optimal reinsurance/investment problems for general insurance models
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+Stochastic differential games in insider markets via Malliavin calculus
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+Optimal proportional reinsurance and investment under partial information
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+Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
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+Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
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+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
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+Forward, backward and symmetric stochastic integration
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+On minimizing the ruin probability by investment and reinsurance
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+Stochastic Optimal Control and the U.S. Financial Debt Crisis
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+Optimal investment for an insurer: the martingale approach
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Optimal investment and risk control policies for an insurer: expected utility maximization
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2016.04.008
@@ Property / DOI: 10.1016/J.INSMATHECO.2016.04.008 / rank @@
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