Worst-case scenario investment for insurers (Q2483943): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2004.10.004
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+W2031498795
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@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
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+Analytical best upper bounds on stop-loss premiums
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+Q3948505
@@ Property / cites work: Q3948505 / rank @@
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@@ Property / cites work @@
+Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
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@@ Property / cites work @@
+Numerical best bounds on stop-loss premiums
@@ Property / cites work: Numerical best bounds on stop-loss premiums / rank @@
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@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
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+Worst-case scenario portfolio optimization: a new stochastic control approach
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+OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH
@@ Property / cites work: OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH / rank @@
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@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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@@ links / mardi / name / links / mardi / name @@
+Publication:2483943