Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407): Difference between revisions

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+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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+Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
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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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+Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion
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+Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
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+Optimal investment-reinsurance policy for an insurance company with VaR constraint
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+Robust portfolio choice with stochastic interest rates
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+INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
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+Worst-case-optimal dynamic reinsurance for large claims
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+Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
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+Optimal reinsurance and investment with unobservable claim size and intensity
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+Optimal dynamic reinsurance with dependent risks: variance premium principle
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+Optimal reinsurance/investment problems for general insurance models
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+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Robust investment-reinsurance optimization with multiscale stochastic volatility
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+Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Lifetime ruin under ambiguous hazard rate
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+Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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+Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
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