Optimal investment and proportional reinsurance with constrained control variables (Q3098479): 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 investment for insurers
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+Optimal investment for investors with state dependent income, and for insurers
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
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+Asymptotics of ruin probabilities for controlled risk processes in the small claims case
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+Asymptotic ruin probabilities and optimal investment
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+Excess of loss reinsurance limits
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+Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model.
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+Optimal Proportional Reinsurance and Ruin Probability
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+Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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+Optimal insurance in a continuous-time model
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+Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimization Problems in the Theory of Continuous Trading
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+Q4032143
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+Financial Modelling with Jump Processes
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+On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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