Optimal investment for an insurer under liquid reserves (Q2031332): Difference between revisions

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+Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
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+Q3560912
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+Optimal constrained investment in the Cramer-Lundberg model
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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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+The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function
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+Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
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+On a risk model with surplus-dependent premium and tax rates
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+Financial Modelling with Jump Processes
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+Ruin estimation for a general insurance risk model
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+Optimal portfolio choice for an insurer with loss aversion
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+Optimal investment for insurers
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Ruin Minimization for Insurers with Borrowing Constraints
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+Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
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+Approximating random variables by stochastic integrals
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+Optimal investment for an insurer: the martingale approach
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+Continuous-time mean-variance portfolio selection with liability and regime switching
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+The Compound Poisson Risk Model with Interest and a Threshold Strategy
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+Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
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+Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion
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+Optimal investment for an insurer in the Lévy market: the martingale approach
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+Optimal investment and risk control policies for an insurer: expected utility maximization
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