Optimal reinsurance and investment in a diffusion model (Q777940): Difference between revisions

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+Optimal proportional reinsurance and investment for stochastic factor models
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+Q5609896
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+Modeling non-monotone risk aversion using SAHARA utility functions
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+Optimal control of capital injections by reinsurance in a diffusion approximation
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+Q3868650
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+Aspects of risk theory
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+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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+Optimal reinsurance and investment with unobservable claim size and intensity
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+Exponential utility maximization under partial information
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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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+On minimizing the ruin probability by investment and reinsurance
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+Dividends with tax and capital injection in a spectrally negative Lévy risk model
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+Survey of Measurable Selection Theorems
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