Optimal reinsurance: minimize the expected time to reach a goal (Q4575374): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.2015.1015161
+Normal rank
@@ Property / OpenAlex ID @@
+W2025300624
@@ Property / OpenAlex ID: W2025300624 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Optimal investment strategy to minimize occupation time
+Normal rank
@@ Property / cites work @@
+Optimal constrained investment in the Cramer-Lundberg model
+Normal rank
@@ Property / cites work @@
+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
+Normal rank
@@ Property / cites work @@
+OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK
+Normal rank
@@ Property / cites work @@
+Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+The expected time to ruin in a risk process with constant barrier via martingales
+Normal rank
@@ Property / cites work @@
+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
+Normal rank
@@ Property / cites work @@
+Minimizing or Maximizing the Expected Time to Reach Zero
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal non-proportional reinsurance control
@@ Property / cites work: Optimal non-proportional reinsurance control / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic XL Reinsurance
@@ Property / cites work: Optimal Dynamic XL Reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Minimizing the Expected Market Time to Reach a Certain Wealth Level
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance with dependent risks: variance premium principle
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model
+Normal rank
@@ Property / cites work @@
+Ruin Minimization for Insurers with Borrowing Constraints
+Normal rank
@@ Property / cites work @@
+Optimal Risk Control for The Excess of Loss Reinsurance Policies
+Normal rank
@@ Property / cites work @@
+Reaching Zero Rapidly
@@ Property / cites work: Reaching Zero Rapidly / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance
+Normal rank
@@ Property / cites work @@
+Optimal Proportional Reinsurance Policies in a Dynamic Setting
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ Property / cites work @@
+Q3221798
@@ Property / cites work: Q3221798 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with a rescuing procedure
@@ Property / cites work: Optimal reinsurance with a rescuing procedure / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
+Normal rank