Pages that link to "Item:Q939386"
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The following pages link to On reinsurance and investment for large insurance portfolios (Q939386):
Displaying 17 items.
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
- Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236) (← links)
- Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
- Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
- Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
- Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109) (← links)
- Equilibria for time-inconsistent singular control problems (Q6658236) (← links)
