Pages that link to "Item:Q2392787"

The following pages link to Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787):

Displaying 15 items.

• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
• Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
• MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
• Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
• Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
• Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
• Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)