Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process
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Publication:3607206
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Cited in
(8)- Efficient capital management using an internal model: a case of non-life insurance
- scientific article; zbMATH DE number 6501621 (Why is no real title available?)
- Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis
- Maximization of the survival probability by franchise and deductible amounts in the classical risk model
- Optimal investment for insurers
- Ruin probabilities and investment under interest force in the presence of regularly varying tails
- Optimal control of investment, premium and deductible for a non-life insurance company
- Optimal investment for investors with state dependent income, and for insurers
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