scientific article; zbMATH DE number 2051943

MaRDI QIDQ4453974zbMATH OpenFDO

Authors Lifei Zeng, Zhaopeng Ding, Xuelei Zhao

Publication date 7 March 2004

zbMATH Keywords

ruin probabilitystochastic controlBellman equation

Mathematics Subject Classification ID

Special processes (60K99) Existence theories for free problems in two or more independent variables (49J10)

Recommendations

• Optimal investment for insurers
• An optimal investment strategy with maximal risk aversion and its ruin probability
• Optimal Investment for an Insurer to Minimize Its Probability of Ruin
• scientific article; zbMATH DE number 5502241
• On minimizing the ruin probability by investment and reinsurance

Cited in

(13)

• Optimal investment for investors with state dependent income, and for insurers
• Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
• Optimal investment for insurers
• Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process
• Optimal portfolio selection bounded by a safety-first criterion for insurer
• Optimal new business for insurer to minimize the ruin probability under interest force
• scientific article; zbMATH DE number 5630848 (Why is no real title available?)
• Optimal investment for an insurer: the martingale approach
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model
• scientific article; zbMATH DE number 1778104 (Why is no real title available?)
• scientific article; zbMATH DE number 7745106 (Why is no real title available?)
• Sub-optimal investment for insurers
• Optimal investment and consumption for an insurer with high-watermark performance fee

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453974)