Optimal proportional reinsurance and investment with minimizing ruin probability
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Cited in
(41)- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance
- Minimizing expected time to reach a given capital level before ruin
- scientific article; zbMATH DE number 6613074 (Why is no real title available?)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
- Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer
- On minimizing the ultimate ruin probability of an insurer by reinsurance
- Optimal proportional reinsurance and investment under partial information
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
- scientific article; zbMATH DE number 6135077 (Why is no real title available?)
- Optimal investment with some risky assets
- Portfolio selection by minimizing the present value of capital injection costs
- Optimal proportional reinsurance and investment with minimum probability of ruin
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint
- Optimal non-proportional reinsurance control
- Optimal investment and reinsurance under the gamma process
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
- scientific article; zbMATH DE number 6129554 (Why is no real title available?)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework
- Optimal investment and reinsurance strategy
- On proportional reinsurance with a linear transaction rate
- Proportional and excess-of-loss reinsurance under investment gains
- Optimal investment and proportional reinsurance in the Sparre Andersen model
- Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
- Minimax martingale method for optimal investment-reinsurance problem in a general insurance company risk model
- Minimization of ruin probability with joint strategies of investment and reinsurance
- The optimum dynamic policy of reinsurance for an insurance company operating on a \(B,S\)-market
- Ruin minimization for insurers with borrowing constraints
- On reinsurance and investment for large insurance portfolios
- Optimal mean-semi-variance investment-reinsurance problem under probability distortion for an insurer
- On minimizing the ruin probability by investment and reinsurance
- Minimization of ruin probability under excess-claim reinsurance and investment
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
- Minimization of absolute ruin probability in a class of diffusion model
- A fully nonlinear free boundary problem for minimizing the ruin probability
- Optimal reinsurance with a systemic surplus shock
- On absolute ruin minimization under a diffusion approximation model
- Optimal proportional reinsurance policies for stochastic models
- Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
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