Pages that link to "Item:Q3728774"

The following pages link to Continuous-Time Red and Black: How to Control a Diffusion to a Goal (Q3728774):

Displaying 33 items.

• Optimal arbitrage under model uncertainty (Q657697) (← links)
• Optimal reinsurance with a rescuing procedure (Q659241) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
• Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
• Controlling a stopped diffusion process to reach a goal (Q984013) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
• Control and stopping of a diffusion process on an interval (Q1296591) (← links)
• Singular optimal strategies for investment with transaction costs (Q1296728) (← links)
• Optimal singular control strategies for controlling a process to a goal. (Q1613635) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
• Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
• The controller-and-stopper game for a linear diffusion. (Q1872219) (← links)
• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
• Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
• Purchasing life insurance to reach a bequest goal (Q2513636) (← links)
• Optimally investing to reach a bequest goal (Q2520427) (← links)
• Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming (Q2808184) (← links)
• A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271) (← links)
• Using fuel to control a process to a goal (Q3211230) (← links)
• A continuity question of Dubins and Savage (Q4684865) (← links)
• MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
• REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times (Q5443711) (← links)
• Improving on bold play when the gambler is restricted (Q5697586) (← links)