Pages that link to "Item:Q2276211"

The following pages link to On absolute ruin minimization under a diffusion approximation model (Q2276211):

Displaying 17 items.

• Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
• Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return (Q2925123) (← links)
• Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
• Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
• Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)