Pages that link to "Item:Q4576860"
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The following pages link to Optimal constrained investment in the Cramer-Lundberg model (Q4576860):
Displaying 11 items.
- Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments (Q341448) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations (Q2088677) (← links)
- Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations (Q2214161) (← links)
- Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
- Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
- Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints (Q2804557) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
