Pages that link to "Item:Q5900214"

The following pages link to Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (Q5900214):

Displayed 50 items.

• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) ‎ (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) ‎ (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) ‎ (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) ‎ (← links)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) ‎ (← links)
• Stochastic Pareto-optimal reinsurance policies (Q2015633) ‎ (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) ‎ (← links)
• Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) ‎ (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) ‎ (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) ‎ (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) ‎ (← 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)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) ‎ (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) ‎ (← links)
• Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) ‎ (← links)
• Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) ‎ (← links)
• Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) ‎ (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) ‎ (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) ‎ (← links)
• A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) ‎ (← links)
• Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) ‎ (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) ‎ (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) ‎ (← links)
• Stochastic differential reinsurance games in diffusion approximation models (Q2223787) ‎ (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) ‎ (← links)
• A dynamic pricing game for general insurance market (Q2226275) ‎ (← links)
• Gambling for resurrection and the heat equation on a triangle (Q2234319) ‎ (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) ‎ (← links)
• Optimal investment and reinsurance under the gamma process (Q2241632) ‎ (← 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)
• Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) ‎ (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) ‎ (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) ‎ (← links)
• Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) ‎ (← links)
• On absolute ruin minimization under a diffusion approximation model (Q2276211) ‎ (← links)
• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) ‎ (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) ‎ (← links)
• On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) ‎ (← links)
• Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) ‎ (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) ‎ (← links)
• Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077) ‎ (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) ‎ (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) ‎ (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) ‎ (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) ‎ (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) ‎ (← links)
• A note on the convexity of ruin probabilities (Q2397848) ‎ (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) ‎ (← links)