Pages that link to "Item:Q2739854"

The following pages link to Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854):

Displaying 50 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
• Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
• Optimal risk transfers in insurance groups (Q362045) (← links)
• A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
• Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
• Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
• Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
• Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
• Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
• Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
• On ruin probability minimization under excess reinsurance (Q926660) (← links)
• On reinsurance and investment for large insurance portfolios (Q939386) (← links)
• Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
• Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← 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)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
• Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
• Optimal investment and reinsurance with premium control (Q2244242) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)