Pages that link to "Item:Q1003812"
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The following pages link to Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812):
Displayed 29 items.
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← 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)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints (Q2804557) (← links)
- Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097) (← links)
- Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
- Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach (Q4567956) (← links)
- Optimal constrained investment in the Cramer-Lundberg model (Q4576860) (← links)
- Singular Problems for Integro-differential Equations in Dynamic Insurance Models (Q5248397) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Solving a Hamilton–Jacobi–Bellman equation with constraints (Q5410801) (← links)
- Optimal active lifetime investment (Q6040955) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Minimization of ruin probability with joint strategies of investment and reinsurance (Q6115032) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)