Pages that link to "Item:Q1425485"

The following pages link to Asymptotic ruin probabilities and optimal investment (Q1425485):

Displaying 42 items.

• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
• Optimal investment under transaction costs for an insurer (Q487570) (← links)
• Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Optimal investment for an insurer with exponential utility preference (Q865611) (← links)
• Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
• An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
• The periodic risk model with investment (Q931182) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
• Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)
• Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
• Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← 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)
• Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
• Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← 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)
• Ruin probability in the presence of risky investments (Q2490060) (← links)
• Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures (Q3114544) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
• Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem (Q6050123) (← links)