Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271): Difference between revisions

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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Dynamic mean-variance problem with constrained risk control for the insurers
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+Benchmark and mean-variance problems for insurers
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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 based on Hamilton-Jacobi-Bellman equation
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+Optimal investment-reinsurance policy for an insurance company with VaR constraint
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+Mean-variance portfolio selection for a non-life insurance company
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+On optimal dividends: from reflection to refraction
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+Aspects of risk theory
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+On maximizing the expected terminal utility by investment and reinsurance
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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