Optimal investment problem for an insurer and a reinsurer (Q256739): Difference between revisions

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+Optimal investment for insurers
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+Normal rank
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Upper bound for finite-time ruin probability in a Markov-modulated market
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+Optimal investment and proportional reinsurance in the Sparre Andersen model
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+Optimal investment for insurer with jump-diffusion risk process
+Normal rank
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+Optimal investment for an insurer with exponential utility preference
+Normal rank
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+Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
+Normal rank
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+Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
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+Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
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+Optimal reinsurance and investment with unobservable claim size and intensity
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+Dynamic mean-variance problem with constrained risk control for the insurers
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+Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
+Normal rank
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+Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
+Normal rank
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model
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+Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
+Normal rank
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
+Normal rank
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+Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
+Normal rank
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+Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
+Normal rank
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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 proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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