Optimal reinsurance with both proportional and fixed costs (Q900546): Difference between revisions

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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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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 the optimal stopping problem for one-dimensional diffusions.
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+Optimal reinsurance strategy under fixed cost and delay
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+Optimal proportional reinsurance policies for diffusion models with transaction costs
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+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Q4368791
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+Stochastic differential equations. An introduction with applications.
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
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+Optimal risk and dividend distribution control models for an insurance company
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+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
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