Pages that link to "Item:Q1424707"
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The following pages link to Optimal dynamic reinsurance policies for large insurance portfolios (Q1424707):
Displaying 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- Optimal reinsurance with a rescuing procedure (Q659241) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Threshold control of mutual insurance with limited commitment (Q938041) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
- Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
- Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
- Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933) (← links)
- Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
