Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3207312 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4096019 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal strategies for pricing general insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: In the insurance business risky investments are dangerous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probabilities in the presence of regularly varying tails and optimal investment. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic ruin probabilities and optimal investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997900 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4657106 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment for insurers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment for investors with state dependent income, and for insurers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of ruin probabilities for controlled risk processes in the small claims case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investment for an Insurer to Minimize Its Probability of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-Time Red and Black: How to Control a Diffusion to a Goal / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778805 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal investment and subexponential claims / rank
 
Normal rank

Latest revision as of 15:04, 25 June 2024

scientific article
Language Label Description Also known as
English
Asymptotic and numerical analysis of the optimal investment strategy for an insurer
scientific article

    Statements

    Asymptotic and numerical analysis of the optimal investment strategy for an insurer (English)
    0 references
    19 February 2007
    0 references
    0 references
    0 references
    0 references
    0 references