Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891): Difference between revisions

@@ Property / cites work @@
+Q4379506
@@ Property / cites work: Q4379506 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance
@@ Property / cites work: Optimal reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of regularly varying tails and optimal investment.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and investment under interest force in the presence of regularly varying tails
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities and optimal investment
+Normal rank
@@ Property / cites work @@
+Q5588331
@@ Property / cites work: Q5588331 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4657106
@@ Property / cites work: Q4657106 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment for investors with state dependent income, and for insurers
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic XL Reinsurance
@@ Property / cites work: Optimal Dynamic XL Reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of ruin probabilities for controlled risk processes in the small claims case
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimal risk control for a large corporation in the presence of returns on investments
+Normal rank
@@ Property / cites work @@
+Optimization of the flow of dividends
@@ Property / cites work: Optimization of the flow of dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating level-crossing probabilities by importance sampling
+Normal rank
@@ Property / cites work @@
+Q4085154
@@ Property / cites work: Q4085154 / rank @@
+Normal rank
@@ Property / cites work @@
+Premium control in an insurance system, an approach using linear control theory
+Normal rank
@@ Property / cites work @@
+Lectures on the use of control theory in insurance
+Normal rank
@@ Property / cites work @@
+Optimal dividend payouts for diffusions with solvency constraints
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods
+Normal rank
@@ Property / cites work @@
+Optimal Proportional Reinsurance Policies in a Dynamic Setting
+Normal rank
@@ Property / cites work @@
+On minimizing the ruin probability by investment and reinsurance
+Normal rank