Pages that link to "Item:Q939386"
From MaRDI portal
The following pages link to On reinsurance and investment for large insurance portfolios (Q939386):
Displaying 50 items.
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
- Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Optimal insurance strategies in a risk process with restrictions on policyholder risks (Q612168) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
- Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (Q1675836) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model (Q1941910) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
- Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
- Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← 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)
