Pages that link to "Item:Q2507608"

The following pages link to Optimal insurance in a continuous-time model (Q2507608):

Displaying 26 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
• Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
• Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
• Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
• Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
• Optimal investment and consumption decision of a family with life insurance (Q2276217) (← links)
• Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
• Optimal insurance in a changing economy (Q2438339) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
• Demand for non-life insurance under habit formation (Q2665839) (← links)
• Optimal health insurance with constraints under utility of health, wealth and income (Q2673376) (← links)
• Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
• Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740) (← links)
• Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
• The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
• Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model (Q6602277) (← links)