Optimal investment and reinsurance strategy
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Publication:355312
DOI10.3103/S0027132213020022zbMATH Open1273.91452MaRDI QIDQ355312FDOQ355312
Authors: A. N. Gromov 
Publication date: 24 July 2013
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
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Cites Work
Cited In (14)
- Stochastic optimization models of actuarial mathematics
- Optimal investment for insurers
- Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation
- Reinsurance optimal strategy of a loss excess
- The optimal merging problem for two first-line insurers with investment and reinsurance policies
- Minimisation of penalty payments by investments and reinsurance
- Optimal investment-reinsurance-hybrid dividend strategies for insurance company under compound Poisson-geometric risk process
- Optimal reinsurance-investment strategies for an insurance company with real estate investment
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On minimizing the ruin probability by investment and reinsurance
- Insurer's optimal reinsurance strategies
- Optimal investment for investors with state dependent income, and for insurers
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