Pages that link to "Item:Q4346232"
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The following pages link to Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (Q4346232):
Displaying 50 items.
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
- Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates. (Q1880472) (← links)
- Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
- Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
- Purchasing life insurance to reach a bequest goal (Q2513636) (← links)
- Optimally investing to reach a bequest goal (Q2520427) (← links)
- Lifetime ruin under ambiguous hazard rate (Q2520439) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming (Q2808184) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- Stochastic optimal control in a danger zone (Q3006203) (← links)
- Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
- Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
- Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
- Optimal control for n-person differential stochastic inclusions (Q4705833) (← links)
- MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
- Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740) (← links)
- Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
