Pages that link to "Item:Q1023113"

The following pages link to Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113):

Displaying 17 items.

• Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
• Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
• Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710) (← links)
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
• A markov-modulated risk model with transaction costs and threshold dividend strategy (Q6171882) (← links)
• Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)