Pages that link to "Item:Q1584524"

The following pages link to Stochastic control for optimal new business (Q1584524):

Displaying 21 items.

• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
• A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
• On ruin probability minimization under excess reinsurance (Q926660) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
• Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
• On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697) (← links)
• (Q5157685) (← links)
• Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← links)
• The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
• SOME OPTIMAL STOCHASTIC CONTROL PROBLEMS IN NEUROSCIENCE — A REVIEW (Q5710512) (← links)
• Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (Q5716000) (← links)
• Optimal investment for insurers (Q5942779) (← links)