Pages that link to "Item:Q661244"
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The following pages link to Optimal non-proportional reinsurance control (Q661244):
Displayed 35 items.
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560) (← links)
- Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
- Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (Q1675836) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- Optimal dynamic reinsurance strategies in multidimensional portfolio (Q4964407) (← links)
- Minimum probability function of crossing the upper regulatory threshold for asset-liability management (Q5079153) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Portfolio size as function of the premium: modelling and optimization (Q5410796) (← links)
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)