The following pages link to Optimal investment for insurers (Q5942779):
Displaying 50 items.
- Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations (Q2088677) (← links)
- Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations (Q2214161) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimal investment and reinsurance with premium control (Q2244242) (← links)
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information (Q2259244) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
- Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- A note on the convexity of ruin probabilities (Q2397848) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
- Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
- Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
- Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
- Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
- Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Worst-case scenario investment for insurers (Q2483943) (← links)
- On optimal investment and subexponential claims (Q2483945) (← links)
- Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
