Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969): 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 control of risk exposure, reinsurance and investments for insurance portfolios
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal investment for an insurer with exponential utility preference
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+Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
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+Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
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+Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
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+Benchmark and mean-variance problems for insurers
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+Dynamic mean-variance problem with constrained risk control for the insurers
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+Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer
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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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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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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 proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+On maximizing the expected terminal utility by investment and reinsurance
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+Optimal investment and excess of loss reinsurance with short-selling constraint
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+Q3111283
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+Optimal investment and proportional reinsurance with constrained control variables
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+Q4230625
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+Q4032143
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