Betting Systems Which Minimize the Probability of Ruin
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(15)- An optimal investment strategy with maximal risk aversion and its ruin probability
- Growth-security profiles in capital accumulation under risk
- How one gambles if one must: Effects of differing return rates on multistage betting decisions
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model
- Worst-case-optimal dynamic reinsurance for large claims
- An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
- Gambling behaviour in two-outcome multistage betting games
- The Action Gambler and Equal-Sized Wagering
- Expected exponential utility maximization of insurers with a linear Gaussian stochastic factor model
- A class of non-zero-sum stochastic differential investment and reinsurance games
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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