Pages that link to "Item:Q1888891"

The following pages link to Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891):

Displaying 50 items.

• Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
• Optimal investment and excess of loss reinsurance with short-selling constraint (Q475706) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
• Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
• Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
• Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
• Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
• An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
• Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← 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)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710) (← links)
• Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• Optimal dynamic reinsurance strategies in multidimensional portfolio (Q4964407) (← links)
• Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710) (← links)
• OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)