Pages that link to "Item:Q2996868"
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The following pages link to OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868):
Displaying 4 items.
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
