Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428): Difference between revisions

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+On minimizing the ruin probability by investment and reinsurance
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+Optimal dynamic reinsurance policies for large insurance portfolios
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Optimal investment-reinsurance policy for an insurance company with VaR constraint
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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 investment and reinsurance for insurers with uncertain time-horizon
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+Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
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+Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
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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 combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
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+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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+Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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+Optimal control of the risk process in a regime-switching environment
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+Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon
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+Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
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+Optimal investment-reinsurance with dynamic risk constraint and regime switching
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+Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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+A stochastic differential game for optimal investment of an insurer with regime switching
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+Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
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+Portfolio selection in stochastic markets with exponential utility functions
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+Portfolio selection in stochastic markets with HARA utility functions
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+HARA frontiers of optimal portfolios in stochastic markets
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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+Continuous-time Markov chains. An applications-oriented approach
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+Q4323296
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+Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
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+Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
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+Q4032143
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+DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING
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