Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720): Difference between revisions

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+Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Dynamic mean-variance problem with constrained risk control for the insurers
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+Ramsey Meets Laibson in the Neoclassical Growth Model
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+Benchmark and mean-variance problems for insurers
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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-reinsurance policy for an insurance company with VaR constraint
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+Time-consistent mean-variance portfolio selection in discrete and continuous time
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+Mean-variance portfolio selection for a non-life insurance company
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+Mean–variance efficiency with extended CIR interest rates
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+An optimal consumption model with stochastic volatility
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+On optimal dividends: from reflection to refraction
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+Aspects of risk theory
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+A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
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+Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
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+Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility
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+Ruin Minimization for Insurers with Borrowing Constraints
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+On reinsurance and investment for large insurance portfolios
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+An optimal portfolio model with stochastic volatility and stochastic interest rate
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+Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+Optimal investment for an insurer with exponential utility preference
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+On maximizing the expected terminal utility by investment and reinsurance
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal investment and consumption models with non-linear stock dynamics
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+A solution approach to valuation with unhedgeable risks
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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