OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516): Difference between revisions

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+MaRDI publication profile
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@@ Property / cites work @@
+On reinsurance and investment for large insurance portfolios
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+Ruin theory for classical risk process that is perturbed by diffusion with risky investments
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+Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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+Optimal Proportional Reinsurance and Ruin Probability
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Optimal investment for insurer with jump-diffusion risk process
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+Modeling growth stocks via birth-death processes
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+Optimization of the flow of dividends
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal proportional reinsurance policies for diffusion models
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+Asymptotic ruin probabilities and optimal investment
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+Optimal investment for investors with state dependent income, and for insurers
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+Optimal investment for insurers
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q3868650
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+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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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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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal dynamic reinsurance policies for large insurance portfolios
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+On minimizing the ruin probability by investment and reinsurance
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+RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS
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@@ Property / cites work @@
+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s144618111100068x
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+W2023017827
@@ Property / OpenAlex ID: W2023017827 / rank @@
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+Publication:3108516