A pair of optimal reinsurance-investment strategies in the two-sided exit framework
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Publication:2374121
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Cites work
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Cited in
(10)- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization
- Optimal investment and risk control problems with delay for an insurer in defaultable market
- A note on the convexity of ruin probabilities
- scientific article; zbMATH DE number 6129667 (Why is no real title available?)
- Optimal active lifetime investment
- Equilibrium reinsurance strategy and mean residual life function
- Optimal reinsurance and investment strategy under the influence of unexpected events
- Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance
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