Pages that link to "Item:Q2468793"

The following pages link to Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793):

Displaying 12 items.

• Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)