Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959): 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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+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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+Optimal Dividends
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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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+Stochastic control for optimal new business
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+Optimal proportional reinsurance policies for diffusion models
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+Optimal proportional reinsurance policies for diffusion models with transaction costs
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+Optimum consumption and portfolio rules in a continuous-time model
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal risk and dividend distribution control models for an insurance company
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+Optimal dynamic reinsurance policies for large insurance portfolios
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