Optimal investment for insurer with jump-diffusion risk process (Q817297): Difference between revisions

@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+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 @@
+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
+Normal rank
@@ Property / cites work @@
+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin in the perturbed compound Poisson risk process under interest force
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
@@ Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance
@@ Property / cites work: Optimal reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / 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 @@
+Q5588331
@@ Property / cites work: Q5588331 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / 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 @@
+Stochastic control for optimal new business
@@ Property / cites work: Stochastic control for optimal new business / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models with transaction costs
+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 control of risk exposure, reinsurance and investments for insurance portfolios
+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 @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
+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 @@
+On minimizing the ruin probability by investment and reinsurance
+Normal rank
@@ Property / cites work @@
+On optimal investment and subexponential claims
@@ Property / cites work: On optimal investment and subexponential claims / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
+Normal rank