Pages that link to "Item:Q3552617"

The following pages link to Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617):

Displaying 24 items.

• Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)
• Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)