Pages that link to "Item:Q4346232"

The following pages link to Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (Q4346232):

Displaying 39 items.

• A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
• Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
• Asset-liability management under the safety-first principle (Q846949) (← links)
• On reinsurance and investment for large insurance portfolios (Q939386) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
• Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
• Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
• Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
• Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates. (Q1880472) (← links)
• Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
• Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← 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)
• Lifetime ruin under ambiguous hazard rate (Q2520439) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming (Q2808184) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
• Stochastic optimal control in a danger zone (Q3006203) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← 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)
• Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)