Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Discounted probabilities and ruin theory in the compound binomial model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the Ruin Probability of a Discrete-Time Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for the ruin probability in a controlled discrete-time risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal investment in a reinsurance context with a point process market model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic ruin probabilities and optimal investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov decision processes. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting Discounted-Cost Control of Partially Observable Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The scalarization approach to multiobjective Markov control problems: \textit{Why} does it work? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic XL Reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk model with fuzzy random individual claim amount / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probabilities under general investments and heavy-tailed claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp conditions for certain ruin in a risk process with stochastic return on investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control of ruin probabilities by discrete-time investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Proportional Reinsurance Policies in a Dynamic Setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: On minimizing the ruin probability by investment and reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probability in the Cramér-Lundberg model with risky investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of surplus immediately after ruin under interest force and subexponential claims / rank
 
Normal rank

Latest revision as of 18:11, 14 July 2024

scientific article; zbMATH DE number 6811417
Language Label Description Also known as
English
Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
scientific article; zbMATH DE number 6811417

    Statements

    Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (English)
    0 references
    0 references
    22 November 2017
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers