Pages that link to "Item:Q4235023"
From MaRDI portal
The following pages link to Optimal proportional reinsurance policies for diffusion models (Q4235023):
Displaying 50 items.
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← 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 dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
- Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Optimal risk and dividend control for a company with a debt liability (Q1265921) (← links)
- Stochastic control for optimal new business (Q1584524) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← 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)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- Optimal investment and reinsurance with premium control (Q2244242) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Optimal insurance in a continuous-time model (Q2507608) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933) (← links)
- The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
- Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854) (← links)
- Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)
