Ruin Minimization for Insurers with Borrowing Constraints
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Publication:5022533
DOI10.1080/10920277.2008.10597508zbMath1481.91179OpenAlexW2005933876MaRDI QIDQ5022533
Publication date: 19 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2008.10597508
Related Items
Maximizing the goal-reaching probability before drawdown with borrowing constraint, Optimal reinsurance: minimize the expected time to reach a goal, Optimal constrained investment in the Cramer-Lundberg model, Optimal investment strategies for an insurer with liquid constraint, Minimization of ruin probability with joint strategies of investment and reinsurance, Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables, Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model, Proportional reinsurance and investment in multiple risky assets under borrowing constraint, Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process, Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model, Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model, Optimal investment for an insurer under liquid reserves, Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints, Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs
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