Pages that link to "Item:Q1690570"
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The following pages link to Optimal investment and premium control in a nonlinear diffusion model (Q1690570):
Displaying 9 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)
- The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)
