Pages that link to "Item:Q1425485"
From MaRDI portal
The following pages link to Asymptotic ruin probabilities and optimal investment (Q1425485):
Displayed 16 items.
- 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)
- The periodic risk model with investment (Q931182) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- Optimal Proportional Reinsurance and Ruin Probability (Q5423134) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)
- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)