Optimal reinsurance and investment problem in a defaultable market (Q4563472): Difference between revisions

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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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+Credit risk: Modelling, valuation and hedging
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+Portfolio optimization with a defaultable security
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+An optimal portfolio problem in a defaultable market
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+Stochastic portfolio optimization with default risk
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+Financial Modelling with Jump Processes
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+Controlled Markov processes and viscosity solutions
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Optimal investment with counterparty risk: a default-density model approach
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+Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
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+Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q4435813
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+Optimal investment for insurer with jump-diffusion risk process
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+A stochastic volatility model and optimal portfolio selection
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+Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
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+Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
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+Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle
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+Optimal reinsurance and investment problem for an insurer with counterparty risk
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