Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147): Difference between revisions

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+An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Dynamic Asset Allocation in a Mean-Variance Framework
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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 management under stochastic interest rates: the case of a protected defined contribution pension fund
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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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+A stochastic differential game for optimal investment of an insurer with regime switching
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+Mean–variance efficiency with extended CIR interest rates
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+Q4032143
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+Aspects of risk theory
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+Optimal asset allocation for DC pension plans under inflation
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+Optimal investment for insurers
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+Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
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+Q3647072
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+Q4368791
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+Optimal dividend and investing control of an insurance company with higher solvency constraints
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+Optimal control of a big financial company with debt liability under bankrupt probability constraints
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+Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Optimal investment strategy for defined contribution pension schemes
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+Optimal investment for an insurer: the martingale approach
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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 management and inflation protection for defined contribution pension plans
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