scientific article; zbMATH DE number 2144816
From MaRDI portal
Publication:4657106
zbMath1134.91024MaRDI QIDQ4657106
Publication date: 14 March 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Risk diversifying treaty between two companies with only one in insurance business ⋮ Optimal control of risk exposure, reinsurance and investments for insurance portfolios ⋮ Asymptotic and numerical analysis of the optimal investment strategy for an insurer ⋮ Optimal proportional reinsurance and investment for stochastic factor models ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ Optimal proportional reinsurance and investment with minimum probability of ruin ⋮ Optimal investment for an insurer in the Lévy market: the martingale approach ⋮ On optimal investment in a reinsurance context with a point process market model ⋮ Optimal investment with multiple risky assets for an insurer with modified periodic risk process ⋮ Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem ⋮ Optimal investment for an insurer: the martingale approach ⋮ Risk minimization with inflation and interest rate risk: applications to non-life insurance