Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527): Difference between revisions

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+Dynamic mean-variance problem with constrained risk control for the insurers
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+Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer
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+Deterministic mean-variance-optimal consumption and investment
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+Around the Life Cycle: Deterministic Consumption-Investment Strategies
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+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
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+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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+Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
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+Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
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+The Malliavin Calculus and Related Topics
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+Optimal investment and risk control for an insurer with partial information in an anticipating environment
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+Optimal proportional reinsurance and investment under partial information
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+Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
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+Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
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