Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668): Difference between revisions

@@ Property / DOI @@
-.1016/j.cam.2019.01.034
@@ Property / DOI: 10.1016/j.cam.2019.01.034 / rank @@
-Normal rank
@@ Property / cites work @@
+Optimal investment for insurer with jump-diffusion risk process
+Normal rank
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
+Normal rank
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+Optimal investment and reinsurance of an insurer with model uncertainty
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+Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model
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+Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables
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+Optimal investment-reinsurance policy for an insurance company with VaR constraint
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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+Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
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+OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH
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+DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING
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+Portfolio optimization with a defaultable security
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+Optimal reinsurance and investment problem for an insurer with counterparty risk
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+Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
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+Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
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+Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
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+On minimizing the ruin probability by investment and reinsurance
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+Aspects of risk theory
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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 dividend problem with a nonlinear regular-singular stochastic control
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+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
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+Q3868650
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+Maxmin expected utility with non-unique prior
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+Optimal portfolios with stochastic interest rates and defaultable assets.
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@@ Property / Wikidata QID @@
+Q128411568
@@ Property / Wikidata QID: Q128411568 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2019.01.034
@@ Property / DOI: 10.1016/J.CAM.2019.01.034 / rank @@
+Normal rank