Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423): Difference between revisions

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+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
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+Benchmark and mean-variance problems for insurers
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+Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
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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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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Mean-variance portfolio selection for a non-life insurance company
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+Q4032143
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+Optimal portfolios for DC pension plans under a CEV model
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+Q3868650
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+Aspects of risk theory
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
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+Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model
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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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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal investment for an insurer with exponential utility preference
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+The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts
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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 time-consistent investment and reinsurance policies for mean-variance insurers
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+Optimal reinsurance-investment strategies for insurers under mean-car criteria
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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