Pages that link to "Item:Q2513618"
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The following pages link to Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618):
Displayed 33 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- The bounds of premium and optimality of stop loss insurance under uncertain random environments (Q495489) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
- Optimal bookmaking (Q2239899) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- (Q5157685) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- Optimal investment strategies for an insurer with liquid constraint (Q6106187) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)