Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571): Difference between revisions

@@ Property / DOI @@
-.1007/s10957-012-0138-y
@@ Property / DOI: 10.1007/s10957-012-0138-y / rank @@
-Normal rank
@@ Property / author @@
-Jun-na Bi
@@ Property / author: Jun-na Bi / rank @@
-Normal rank
@@ Property / author @@
-Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
-Normal rank
@@ Property / author @@
+Jun-na Bi
@@ Property / author: Jun-na Bi / rank @@
+Normal rank
@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10957-012-0138-y
+Normal rank
@@ Property / OpenAlex ID @@
+W1966256898
@@ Property / OpenAlex ID: W1966256898 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Verification Theorems within the Framework of Viscosity Solutions
+Normal rank
@@ Property / cites work @@
+Shot-noise processes and the minimal martingale measure
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities and optimal investment
+Normal rank
@@ Property / cites work @@
+Optimal investment for an insurer: the martingale approach
+Normal rank
@@ Property / cites work @@
+On minimizing the ruin probability by investment and reinsurance
+Normal rank
@@ Property / cites work @@
+Benchmark and mean-variance problems for insurers
@@ Property / cites work: Benchmark and mean-variance problems for insurers / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic mean-variance problem with constrained risk control for the insurers
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / cites work @@
+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance portfolio selection for a non-life insurance company
+Normal rank
@@ Property / cites work @@
+Convex Programming and Duality in Normed Space
@@ Property / cites work: Convex Programming and Duality in Normed Space / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10957-012-0138-Y
@@ Property / DOI: 10.1007/S10957-012-0138-Y / rank @@
+Normal rank