A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414): Difference between revisions

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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>
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+Optimization Problems in the Theory of Continuous Trading
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+Portfolio Selection in the Enlarged Markovian Regime-Switching Market
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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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+On minimizing the ruin probability by investment and reinsurance
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+Optimal investment and reinsurance of an insurer with model uncertainty
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+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
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+Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain
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+Portfolio optimization with unobservable Markov-modulated drift process
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+PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
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+Portfolio optimization in discontinuous markets under incomplete information
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Aspects of risk theory
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