Pages that link to "Item:Q1690570"

The following pages link to Optimal investment and premium control in a nonlinear diffusion model (Q1690570):

Displayed 11 items.

• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) ‎ (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) ‎ (← links)
• Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) ‎ (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) ‎ (← links)
• Optimal investment and reinsurance with premium control (Q2244242) ‎ (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) ‎ (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) ‎ (← links)
• Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) ‎ (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) ‎ (← links)
• Optimal investment and premium control for insurers with ambiguity (Q5077411) ‎ (← links)
• The perturbed compound Poisson risk model with proportional investment (Q6178516) ‎ (← links)