Pages that link to "Item:Q2374121"
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The following pages link to A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121):
Displaying 5 items.
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- A note on the convexity of ruin probabilities (Q2397848) (← links)
