Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077): Difference between revisions

@@ Property / cites work @@
+Optimal investment to minimize the probability of drawdown
+Normal rank
@@ Property / cites work @@
+Minimizing the probability of lifetime drawdown under constant consumption
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance and investment for stochastic factor models
+Normal rank
@@ Property / cites work @@
+On minimizing drawdown risks of lifetime investments
+Normal rank
@@ Property / cites work @@
+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
+Normal rank
@@ Property / cites work @@
+Optimal non-proportional reinsurance control
@@ Property / cites work: Optimal non-proportional reinsurance control / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
+Normal rank
@@ Property / cites work @@
+Q4868512
@@ Property / cites work: Q4868512 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model
+Normal rank
@@ Property / cites work @@
+Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
+Normal rank
@@ Property / cites work @@
+Minimizing the probability of ruin: optimal per-loss reinsurance
+Normal rank
@@ Property / cites work @@
+Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance
+Normal rank
@@ Property / cites work @@
+Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
+Normal rank
@@ Property / cites work @@
+Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
+Normal rank
@@ Property / cites work @@
+On absolute ruin minimization under a diffusion approximation model
+Normal rank
@@ Property / cites work @@
+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
+Normal rank
@@ Property / cites work @@
+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
+Normal rank
@@ Property / cites work @@
+On minimizing the ruin probability by investment and reinsurance
+Normal rank
@@ Property / cites work @@
+Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
+Normal rank
@@ Property / cites work @@
+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
+Normal rank